Mathermetichs

Additional Reading

Reading around and ahead of a subject is always recommended. Although this

book can be considered as self-contained, we provide a list of potential additional reading here. Some texts are intended to give an alternative perspective

on the material presented in this book, and some texts are intended as further

reading.

The subject of mathematical finance/financial mathematics is ever growing, and

this short list is certainty not intended to be exhaustive.

Baxter, M., Rennie, A., 1996. Financial Calculus: An Introduction to Derivative Pricing. Cambridge

University Press, Cambridge.

Brigham, E.F., Houston, J.F., 2009. Fundamentals of Financial Management, 12th ed. SouthWestern College Pub, Mason.

Cairns, A.J.G., 2004. Interest Rate Models: An Introduction. Princeton University Press, Princeton.

Cochrane, J.H., 2005. Asset Pricing, Revised ed. Princeton University Press, Princeton.

Copeland, T.E., Weston, J.F., Shastri, K., 2003. Financial Theory and Corporate Policy, 4th ed.

Pearson, London.

Cuthbertson, K., Nitzsche, D., 2001. Financial Engineering: Derivative & Risk Management. John

Wiley & Sons, Chichester.

DeFusco, R.A., et al., 2010. Quantitative Investment Analysis, 2nd ed. John Wiley & Sons,

Chichester.

Dodds, J.C., Ford, J.L., 1974. Expectations, Uncertainty and the Term Structure of Interest Rates.

Martin Robertson & Co. Ltd., Oxford.

Glasserman, P., 2010. Monte Carlo Methods in Financial Engineering. Springer, New York.

Guerard Jr., J.B., Schwartz, E., 2007. Quantitative Corporate Finance. Springer, New York.

Homer, S., Sylla, R., 2005. A History of Interest Rates, 4th ed. Wiley, Hoboken.

Hull, J., 2011. Options, Futures and Other Derivatives, 11th ed. Pearson Education, Harlow.

Levy, H., Sarnat, M., 1994. Capital Investment and Financial Decisions, 5th ed. Prentice-Hall

International, Edinburgh.

Mao, J.C.T., 1969. Quantitative Analysis of Financial Decisions. Macmillan, New York.

Merrett, A.J., Sykes, A., 1963....