Some Financial Maths Books with ISBN for Doson School

This is the list of books that we will order for the Doson School, with their ISBN numbers.

(There are too many books on the subject, and this selection is based mainly on the preferences of the lecturers).

1) B. Øksendal and A. Sulem: Applied Stochastic Control of Jump Diffusions, ISBN-10: 3540140239

2) H. Föllmer and A. Schied: Stochastic Finance. Third Edition, De Greuter 2011. ISBN-10: 3110218046

3) B. Øksendal: Stochastic Differential Equations. Sixth Edition.  ISBN-10: 3540047581

4) A. McNeil, R. Frey, P. Embrechts, Quantitative risk management: concepts, techniques, and tools.  ISBN-10: 0691122555

5) M. Denuit, J. Daene, M. Goovaerts, R. Kaas, Actuarial theory for dependent risks: measures, orders, and models, 2005. ISBN-10: 047001492X

6) J. Cvitanic & F. Zapatero, Introduction to the economics and mathematics of financial markets, 2004. ISBN-10: ISBN-10: 0262033208

7) J. Cvitanic & F. Zapatero, Solutions manual for Introduction to the economics and mathematics of financial markets, 2004. ISBN-10: 026253259X

8) K. Back, Asset pricing and portfolio choice theory, 2010. ISBN-10: 0195380614

9) James P. LeSage, R. Kelley Pace, Introduction to spatial statistics, CRC Press, 2009. ISBN-10: 142006424X

10) R. Bivand, E. Pebesma, V. Gomez-Rubio, Applied spatial data analysis with R, Springer, 2008. ISBN-10: 0387781706

11) Osborn & Rubinstein, A course in Game Theory, MIT Press,  ISBN-10: 0262650401

12) Fudenberg Tirole, Game Theory, MIT Press, 1991. ISBN-10: 0262061414

13) Sorin, A first course on Zero-sum repeated Games, SMAI, 2002. ISBN-10: 3540430288

14) P. Embrechts, C. Klueppelberg, T. Mikosch (1997) Modelling Extremal Events for Insurance and Finance. Springer. ISBN-10: 3642082424

15) G. Balkema, P. Embrechts (2007) High Risk Scenarios and Extremes. A Geometric Approach. European Mathematical Society, Zurich. ISBN-10: 3037190353

16) S.I. Resnick (2008) Extreme Values, Regular Variation and Point Processes. Springer. ISBN-10: 0387759522

17) S.I. Resnick (2006) Heavy-tail Phenomena. Probabilistic and Statistical Modeling. Springer. ISBN-10: 1441920242

18) L. de Haan, A. Fereira (2006) Extreme Value Theory. An Introduction. Springer. ISBN-10: 144192020X

19) S. Coles (2001) An Introduction to Statistical Modeling of Extreme Values. Springer. ISBN-10: 1852334592

20) R. B. Nelsen (2006) An Introduction to Copulas. Second Edition. Springer. ISBN-10: 1441921095

21) Rama Cont. Financial modelling with jump processes. ISBN-10: 1584884134

22) Paul Wilmott on Quantitative Finance 3 Volume Set. ISBN-10: 0470018704

23) Shreve, Stochastic Calculus for Finance II: Continuous-Time Models. ISBN-10: 0387401016

24) Bjork. Arbitrage theory of continuous time. ISBN-10: 019957474X

25) Duffie. Dynamic asset pricing theory. ISBN-10: 069109022X

26) Zvi Dobie et al. Investments. ISBN-10: 0073530700

27) Hull. Options, futures and other derivatives. ISBN-10: 0273759078

28) Joshi. The concepts and practice of mathematical finance. ISBN-10: 0521823552

29) Paris-Princeton Lectures on Mathematical Finance 2010. ISBN-10: 3642146597

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