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School of Mathematics
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Books on Financial Mathematics

 

These books are not necessarily required reading in any of our courses. They are only suggested reading.

Library's listing of books

Financial Calculus / An introduction to derivative pricing
Martin Baxter and Andrew Rennie
Probability and Measure
Patrick Billingsley
Financial Modelling with Jump Processes
R. Cont and P. Tankov.
Black-Scholes and Beyond: Option Pricing Models
Neil A. Chriss
Stochastic Finance
Hans Foellmer and Alexander Schied
Options, Futures and Other Derivatives
Fundamentals of Futures and Options Markets, 5th ed.
John C. Hull
Methods of Mathematical Finance
Ioannis Karatzas and Steven E. Shreve
Modern Actuarial Risk Theory
Rob Kaas, Marc Goovaerts, Jan Dhaene and Michel Denuit
Risk and Asset Allocation
Attilio Meucci
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
Stochastic Calculus for Finance II: Continuous-Time Models
Steven E. Shreve
The Mathematics of Financial Derivatives
P. Wilmott, S. Howison, J. Dewynne

 

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