Mathematical Finance Resources

[by Gabriella Bonfanti Last revision 2003-12-12]

Index of categories

Web addresses > Search
Web addresses > Surveys
Web addresses > People
Web addresses > Italian Associations and Institutions
Web addresses > Non Italian Associations and Institutions
Web addresses > Papers
Web addresses > Journals
Web addresses > Other Resources

IMATI-MI library Books > by internal code
IMATI-MI library Books > by author
IMATI-MI library Books > by permuted title
IMATI-MI library Books > by MSC2000 category
IMATI-MI library Books > by publisher

Web addresses - Search

www.google.com/ Google it
vivisimo.com/ Vivisimo Document Clustering
citeseer.nj.nec.com/cs CiteSeer - Scientific Literature Digital Library

Web addresses - Surveys

fisher.osu.edu/fin/journal/jofsites.htm Finance Site List at Ohio State University - Fisher Dept. of Finance
www.finance.ox.ac.uk/links.htm Link page at Oxford
www.mathcs.carleton.edu/probweb/probweb.html Probability Web

Web addresses - Italian Associations and Institutions

www.econ.unian.it/strutture/defin/ Institute of Decision Theory and Innovative Finance - Università Politecnica delle Marche - Ancona
www.dse.uniba.it/ Department of Economic Sciences - Università degli Studi di Bari
www2.unibo.it/matemates/home.html Department of Mathematics for Economic and Social Sciences - Università degli Studi di Bologna
www.eco.unibs.it/dmq/ Department of Quantitative Methods - Università degli Studi di Brescia
www.dmd.unifi.it/ Department of Mathematics for Decisions - Università degli Studi di Firenze
www.economia.unige.it/04/diem/ Department of Economy and Quantitative Methods - Università degli Studi di Genova
http://www.uni-bocconi.it/index.php?frcnav=%4011%2C18%2C570 Institute of Quantitative Methods - Università Commerciale "Luigi Bocconi" - Milano
62.110.5.145/pls/unicatt/consultazione.mostra_pagina?id_pagina=1587 Institute of Econometry and Mathematics for Economical, Financial and Actuarial Applications - Università Cattolica - Milano
www.stat.unipd.it/ Department of Statistical Sciences - Università degli Studi di Padova
dssm.unipa.it/home/ Department of Statistical and Mathematical Sciences "Silvio Vianelli" - Università degli Studi di Palermo
economia.unipv.it/ric-az/presentazione.htm Department of Business Research - Università degli Studi di Pavia
www.unipg.it/L2.jsp?c=C2&sc=SC6 Department of Economy - Section Mathematical Finance - Università degli Studi di Perugia
statmat.ec.unipi.it/ Department of Statistics and Mathematics for Economy - Università degli Studi di Pisa
pow2.sta.uniroma1.it/index.eng.html Department of Statistics, Probability and Applied Statistics - Università "La Sapienza" - Roma
dimadefa.eco.uniroma1.it/ Department of Mathematics for Economy, Finance and Insurance - Università "La Sapienza" - Roma
www.econ.unito.it/dipartimenti/statisticaematematica/index.html Department of Statistics and Applied Mathematics "Diego de Castro" - Università degli Studi di Torino
www.univ.trieste.it/~matappl/ Department of Mathematics Applications to Economy, Statistics and Actuarial Sciences "Bruno de Finetti - Università degli Studi di Trieste
www.univ.trieste.it/~nirdses/dises/Dises%20Home.htm Department of Economics and Statistics - Università degli Studi di Trieste
www.dst.unive.it/ Department of Statistics - Università Cà Foscari - Venezia

Web addresses - Non Italian Associations and Institutions

www.actuaries.org.uk/Display_Page.cgi?url=/index.html Actuarial Profession
www.afajof.org/ AFA = American Finance Association
www.aimr.com/index.html AIMR = Association for Investment Management and Research
www.actuaries.ca/index_e.cfm CIA = Canadian Institute of Actuaries
www.eiasm.be/links/related/EFA/EFA.htm EFA = European Finance Association

www.haas.berkeley.edu/finance/ Berkeley Haas School of Business

Web addresses - People

www.arts.uwaterloo.ca/ACCT/people/boyle.htm Boyle, Phelim P.
www.damianobrigo.it Brigo, Damiano hmpg - dnld-papers
www.ederman.com/ Derman, Emanuel - dnld-papers
www.rotman.utoronto.ca/~hull/ Hull, John
www.management.mcgill.ca/dynamik/people/frameset_details.php?id=85 Leisen, Dietmar
www.fabiomercurio.it Mercurio, Fabio hmpg
weatherhead.cwru.edu/ritchken/ Ritchken, Peter
www.haas.berkeley.edu/finance/rubinste.html Rubinstein, Mark

Web addresses - Papers

www.finance.ox.ac.uk/mathematical_finance.htm Mathematical Finance Papers at Oxford University
www.intranet.management.mcgill.ca/Profs/Leisen/research.html Leisen, Dietmar papers

Web addresses - Journals

www.tandf.co.uk/journals/routledge/1350486X.html Applied Mathematical Finance - A journal of Taylor & Francis Group
pluto.huji.ac.il/~efr/ European Finance Review - Journal of the European Finance Association
www.finasto.uni-bonn.de/journal/index.html Finance and Stochastics
www.aimr.com/publications/faj/ Financial Analysts Journal
www.elsevier.nl/locate/insmatheco Insurance Mathematics and Economics
ejournals.wspc.com.sg/journals/ijtaf/mkt/editorial.shtml International Journal of Theoretical and Applied Finance
www.iijod.com/ IIJOD - The Journal of Derivatives
www.jedc.com/ JEDC = Journal of Economic Dynamics and Control
www.afajof.org/jofihome.shtml Journal of Finance
jfe.rochester.edu/ JFE = Journal of Financial Economics
www.iijfi.com/ The Journal of Fixed Income
www.blackwellpublishing.com/journal.asp?ref=0960-1627 Mathematical Finance - An International Journal of Mathematics, Statistics and Financial Economics published by Blackwell
/www.iop.org/EJ/S/UNREG/QVVYPqPK7kn0v57Quf.QpA/journal/Quant Quantitative Finance
www.riskpublications.com/risk/ Risk Magazine
www.elsevier.com/inca/publications/store/5/0/5/5/7/3/index.htt Statistics and Probability Letters

control.bu.edu/ieee/ IEEE Transactions on Automatic Control
www.elsevier.nl/locate/sysconle Systems and Control Letters

Web addresses - Other Resources

www.mathfinance.de/ The MathFinance Newsletter at Frankfurt MathFinance Institute
www.wilmott.com/ Wilmott - Leading resource for the Quantitative Finance community on the web

www.in-the-money.com/pages/roc.html Mark Rubinstein’s Option Calculator [dnld]
www.rotman.utoronto.ca/~hull/software/ DerivaGem for Excel - Option calculator by J. Hull [dnld]

To resource index Book list by: author title MSC category publisher

IMATI-MI library Books - by internal code

70.14 Buhlmann H. Mathematical Methods in Risk Theory Springer 1970 .91bxx, 60kxx, 90axx, 60gxx, 60g35, 60j20, 60k10
88.88 Duffie D. Security Markets - Stochastic Models Academic Press 1988 .91bxx, 90axx, 90a09, 90a19, 60gxx, 60h05, 62p20, 60jxx
90.88 Merton R.C. Continuous-Time Finance Blackwell 1990 .91bxx, 60g35, 62p20, 90a09, 90a14,90a46, 90a43, 90a40
91.06 Grandell J. Aspects of Risk Theory Springer 1991 .91bxx, 60g35, 60gxx, 60j20, 60k10
92.K7 Demange G., Rochet J.-C. Methodes Mathematiques de la Finance Economica 1992 .91bxx, 60g35, 90axx, 62p05
93.P4 Istituto Italiano degli Attuari Approccio Attuariale dei Rischi Finanziari - Volume 2 I.I.A. 1993 .91bxx, 60g35
93.P5 Istituto Italiano degli Attuari Approccio Attuariale dei Rischi Finanziari - Volume 1 I.I.A. 1993 .91bxx, 60g35
94.E8 Daykin C.D. Practical Risk Theory for Actuaries Chapman & Hall 1994 .91bxx, 60g35, 62-XX
94.L4 Moriconi F. Matematica Finanziaria Il Mulino 1994 .91bxx
95.F0 Wilmott P., Howinson S., Dewynne J. The Mathematics of Financial Derivatives. A Student Introduction CUP 1995 91bxx, 60g35, 90axx, 62p05
95.F4 Davis M.H.A., Duffie D., Fleming W.H., Shreve S.E. Mathematical Finance Springer 1995 .91bxx,60g35, 93e20, 90a09, 60g44, 60h10
95.H7 Ottaviani G. (ed.) Financial Risk in Insurance Springer 1995 .91bxx, 60g35
96.H5 Duffie D. Dynamic Asset - Pricing Theory 2^ed. Princeton University Press 1996 .91bxx, 60g35
96.I3 Anthony M., Biggs N. Mathematics for Economics and Finance - Methods and Modelling CUP 1996 .91bxx
97.57 Campbell J.Y., Lo A.W., Craig MacKinlay A. The Econometrics of Financial Markets Princeton University Press 1997 .91bxx
97.66 Musiela M., Rutkowski M. Martingale Methods in Financial Modelling Springer 1997 .91bxx, 60hxx, 62p05, 90a09
97.F0 Hull J.C. Options, Futures, and Other Derivatives Third Edition Prentice Hall 1997 91bxx, 60g35
97.F1 Pliska S.R. Introduction To Mathematical Finance - Discrete Time Model Blackwell 1997 .91bxx, 60g35
97.F9 Dempster M. A. H., Pliska S.R. (Eds.) Mathematics of Derivative Securities CUP 1997 .91bxx
97.G2 Rogers L.C.G., Talay D. Numerical Methods in Finance CUP 1997 .91bxx
98.55 Karatzas I., Shreve S.E. Methods of Mathematical Finance Springer 1998 .91bxx, 60g35
98.76 Bjork T. Arbitrage Theory in Continuous Time Oxford University Press 1998 .91bxx
98.A6 Ziemba W.T., Mulvey J.M. Worldwide Asset and liability Modeling CUP 1998 .91bxx
98.A7 Shaw W. Modelling Financial Derivatives with Mathematica CUP 1998 91bxx
99.20 Elliot R.J., Kopp E. Mathematics of Financial Markets Springer 1999 .91bxx, 60g35
99.75 Kwok Y.-K. Mathematical Models of Financial Derivatives Springer 1999 .91bxx
99.A4 Heath D.C., Swindle G. Introduction to Mathematical Finance AMS Proceedings of Symposia in Applied Mathematics v.57 1999 .91bxx
99.B3 Ross S. M. An Introduction to Mathematical Finance - Options and Other Topics CUP 1999 .91bxx
000.03 Deboeck G., Kohonen T. (Eds.) Visual Explorations in Finance Springer 2000 .91bxx
000.04 Bingham N.H., Kiesel R. Risk-Neutral Valuation Springer 2000 .91bxx
001.04 Steele J.M. Stochastic Calculus and Financial Applications Springer Applications of Mathematics 2001 .91bxx
001.54 Shafer G., Vovk V. Probability and Finance - It's Only a Game! Wiley Wiley Series in Probability and Statistics: Financial Engeneering Section 2001 .91bxx
001.56 Yor M. Exponential Functions of Brownian Motion and Related Processes Springer Springer Finance 2001 .91bxx
001.84 Lipton A. Mathematical Methods for Foreign Exchange World Scientific 2001 .91bxx
001.85 Brigo D., Mercurio F. Interest Rate Models - Theory and Practice Springer 2001 .91bxx
002.11 Buff R. Uncertain Volatility Models - Theory and Application Springer Springer Finance Lecture Notes 2002 .91bxx
002.13 Fernholz E.R. Stochastic Portfolio Theory Springer Applications of Mathematics v. 48 2002 .91bxx
003.16 Dana R.A., Jeanblanc M. Financial Markets in Continuous Time Springer 2003 .91bxx
003.17 Prigent J.L. Weak Convergence of Financial Markets Springer 2003 .91bxx
LS.E7 Franke J., Hardle W., Stahl G. Measuring Risk in Complex Stochastic Systems Springer 2000 .91bxx

To resource index Book list by: internal code title MSC category publisher

IMATI-MI library Books - by author

Anthony M., Biggs N. 1996 Mathematics for Economics and Finance - Methods and Modelling CUP .91bxx 96.I3
Biggs N., Anthony M. 1996 Mathematics for Economics and Finance - Methods and Modelling CUP .91bxx 96.I3
Bingham N.H., Kiesel R. 2000 Risk-Neutral Valuation Springer .91bxx 000.04
Bjork T. 1998 Arbitrage Theory in Continuous Time Oxford University Press .91bxx 98.76
Brigo D., Mercurio F. 2001 Interest Rate Models - Theory and Practice Springer .91bxx 001.85
Buff R. 2002 Uncertain Volatility Models - Theory and Application Springer Springer Finance Lecture Notes .91bxx 002.11
Buhlmann H. 1970 Mathematical Methods in Risk Theory Springer .91bxx, 60kxx, 90axx, 60gxx, 60g35, 60j20, 60k10 70.14
Campbell J.Y., Lo A.W., Craig MacKinlay A. 1997 The Econometrics of Financial Markets Princeton University Press .91bxx 97.57
Craig MacKinlay A., Campbell J.Y., Lo A.W. 1997 The Econometrics of Financial Markets Princeton University Press .91bxx 97.57
Dana R.A., Jeanblanc M. 2003 Financial Markets in Continuous Time Springer .91bxx 003.16
Davis M.H.A., Duffie D., Fleming W.H., Shreve S.E. 1995 Mathematical Finance Springer .91bxx,60g35, 93e20, 90a09, 60g44, 60h10 95.F4
Daykin C.D. 1994 Practical Risk Theory for Actuaries Chapman & Hall .91bxx, 60g35, 62-XX 94.E8
Deboeck G., Kohonen T. (Eds.) 2000 Visual Explorations in Finance Springer .91bxx 000.03
Demange G., Rochet J.-C. 1992 Methodes Mathematiques de la Finance Economica .91bxx, 60g35, 90axx, 62p05 92.K7
Dempster M. A. H., Pliska S.R. (Eds.) 1997 Mathematics of Derivative Securities CUP .91bxx 97.F9
Dewynne J., Wilmott P., Howinson S. 1995 The Mathematics of Financial Derivatives. A Student Introduction CUP 91bxx, 60g35, 90axx, 62p05 95.F0
Duffie D. 1988 Security Markets - Stochastic Models Academic Press .91bxx, 90axx, 90a09, 90a19, 60gxx, 60h05, 62p20, 60jxx 88.88
Duffie D. 1996 Dynamic Asset - Pricing Theory 2^ed. Princeton University Press .91bxx, 60g35 96.H5
Duffie D., Flemin g W.H., Shreve S.E., Davis M.H.A. 1995 Mathematical Finance Springer .91bxx,60g35, 93e20, 90a09, 60g44, 60h10 95.F4
Elliot R.J., Kopp E. 1999 Mathematics of Financial Markets Springer .91bxx, 60g35 99.20
Fernholz E.R. 2002 Stochastic Portfolio Theory Springer Applications of Mathematics v. 48 .91bxx 002.13
Fleming W.H., Shreve S.E., Davis M.H.A., Duffie D. 1995 Mathematical Finance Springer .91bxx,60g35, 93e20, 90a09, 60g44, 60h10 95.F4
Franke J., Hardle W., Stahl G. 2000 Measuring Risk in Complex Stochastic Systems Springer .91bxx LS.E7
Grandell J. 1991 Aspects of Risk Theory Springer .91bxx, 60g35, 60gxx, 60j20, 60k10 91.06
Hardle W., Stahl G., Franke J. 2000 Measuring Risk in Complex Stochastic Systems Springer .91bxx LS.E7
Heath D.C., Swindle G. 1999 Introduction to Mathematical Finance AMS Proceedings of Symposia in Applied Mathematics v.57 .91bxx 99.A4
Howinson S., Dewynne J., Wilmott P. 1995 The Mathematics of Financial Derivatives. A Student Introduction CUP 91bxx, 60g35, 90axx, 62p05 95.F0
Hull J.C. Options, Futures, and Other Derivatives Third Edition 1997 Prentice Hall 91bxx, 60g35 97.F0
Karatzas I., Shreve S.E. 1998 Methods of Mathematical Finance Springer .91bxx, 60g35 98.55
Kiesel R., Bingham N.H. 2000 Risk-Neutral Valuation Springer .91bxx 000.04
Kohonen T., Deboeck G. (Eds.) 2000 Visual Explorations in Finance Springer .91bxx 000.03
Kopp E., Elliot R.J. 1999 Mathematics of Financial Markets Springer .91bxx, 60g35 99.20
Kwok Y.-K. 1999 Mathematical Models of Financial Derivatives Springer .91bxx 99.75
Istituto Italiano degli Attuari 1993 Approccio Attuariale dei Rischi Finanziari - Volume 2 I.I.A. .91bxx, 60g35 93.P4
Istituto Italiano degli Attuari 1993 Approccio Attuariale dei Rischi Finanziari - Volume 1 I.I.A. .91bxx, 60g35 93.P5
Jeanblanc M., Dana R.A. 2003 Financial Markets in Continuous Time Springer .91bxx 003.16
Lipton A. 2001 Mathematical Methods for Foreign Exchange World Scientific .91bxx 001.84
Lo A.W., Craig MacKinlay A., Campbell J.Y. 1997 The Econometrics of Financial Markets Princeton University Press .91bxx 97.57
Mercurio F., Brigo D. 2001 Interest Rate Models - Theory and Practice Springer .91bxx 001.85
Merton R.C . 1990 Continuous-Time Finance Blackwell .91bxx, 60g35, 62p20, 90a09, 90a14,90a46, 90a43, 90a40 90.88
Moriconi F. 1994 Matematica Finanziaria Il Mulino .91bxx 94.L4
Mulvey J.M., Ziemba W.T. 1998 Worldwide Asset and liability Modeling CUP .91bxx 98.A6
Musiela M., Rutkowski M. 1997 Martingale Methods in Financial Modelling Springer .91bxx, 60hxx, 62p05, 90a09 97.66
Ottaviani G. (ed.) 1995 Financial Risk in Insurance Springer .91bxx, 60g35 95.H7
Pliska S.R. 1997 Introduction To Mathematical Finance - Discrete Time Model Blackwell .91bxx, 60g35 97.F1
Pliska S.R., Dempster M. A. H. (Eds.) 1997 Mathematics of Derivative Securities CUP .91bxx 97.F9
Prigent J.L. 2003 Weak Convergence of Financial Markets Springer .91bxx 003.17
Rochet J.-C., Demange G. 1992 Methodes Mathematiques de la Finance Economica .91bxx, 60g35, 90axx, 62p05 92.K7
Rogers L.C.G., Talay D. 1997 Numerical Methods in Finance CUP .91bxx 97.G2
Ross S. M. 1999 An Introduction to Mathematical Finance - Options and Other Topics CUP .91bxx 99.B3
Rutkowski M., Musiela M. 1997 Martingale Methods in Financial Modelling Springer .91bxx, 60hxx, 62p05, 90a09 97.66
Shafer G., Vovk V. 2001 Probability and Finance - It's Only a Game! Wiley Wiley Series in Probability and Statistics: Financial Engeneering Section .91bxx 001.54
Shaw W. 1998 Modelling Financial Derivatives with Mathematica CUP 91bxx 98.A7
Shreve S.E., Davis M.H.A., Duffie D., Fleming W.H. 1995 Mathematical Finance Springer .91bxx,60g35, 93e20, 90a09, 60g44, 60h10 95.F4
Shreve S.E., Karatzas I. 1998 Methods of Mathematical Finance Springer .91bxx, 60g35 98.55
Stahl G., Franke J., Hardle W. 2000 Measuring Risk in Complex Stochastic Systems Springer .91bxx LS.E7
Steele J.M. 2001 Stochastic Calculus and Financial Applications Springer Applications of Mathematics .91bxx 001.04
Swindle G., Heath D.C. 1999 Introduction to Mathematical Finance AMS Proceedings of Symposia in Applied Mathematics v.57 .91bxx 99.A4
Talay D., Rogers L.C.G. 1997 Numerical Methods in Finance CUP .91bxx 97.G2
Vovk V., Shafer G. 2001 Probability and Finance - It's Only a Game! Wiley Wiley Series in Probability and Statistics: Financial Engeneering Section .91bxx 001.54
Wilmott P., Howinson S., Dewynne J. 1995 The Mathematics of Financial Derivatives. A Student Introduction CUP 91bxx, 60g35, 90axx, 62p05 95.F0
Yor M. 2001 Exponential Functions of Brownian Motion and Related Processes Springer Springer Finance .91bxx 001.56
Ziemba W.T., Mulvey J.M. 1998 Worldwide Asset and liability Modeling CUP .91bxx 98.A6

To resource index Book list by: internal code author MSC category publisher

IMATI-MI library Books - by permuted title

Actuaries $ Practical Risk Theory for Daykin C.D. 1994 Chapman & Hall .91bxx, 60g35, 62-XX 94.E8
Applications $ Stochastic Calculus and Financial Steele J.M. 2001 Springer Applications of Mathematics .91bxx 001.04
Approccio Attuariale dei Rischi Finanziari - Volume 1 Istituto Italiano degli Attuari 1993 I.I.A. .91bxx, 60g35 93.P5
Approccio Attuariale dei Rischi Finanziari - Volume 2 Istituto Italiano degli Attuari 1993 I.I.A. .91bxx, 60g35 93.P4
Arbitrage Theory in Continuous Time Bjork T. 1998 Oxford University Press .91bxx 98.76
Aspects of Risk Theory Grandell J. 1991 Springer .91bxx, 60g35, 60gxx, 60j20, 60k10 91.06
Asset - Pricing Theory $ Dynamic Duffie D. 1996 2^ed. Princeton University Press .91bxx, 60g35 96.H5
Asset and Liability Modeling $ Worldwide Ziemba W.T., Mulvey J.M. 1998 CUP .91bxx 98.A6
Attuariale dei Rischi Finanziari - Volume 1 $ Approccio Istituto Italiano degli Attuari 1993 I.I.A. .91bxx, 60g35 93.P5
Attuariale dei Rischi Finanziari - Volume 2 $ Approccio Istituto Italiano degli Attuari 1993 I.I.A. .91bxx, 60g35 93.P4
Brownian Motion and Related Processes $ Exponential Functions of Yor M. 2001 Springer Springer Finance .91bxx 001.56
Calculus and Financial Applications $ Stochastic Steele J.M. 2001 Springer Applications of Mathematics .91bxx 001.04
Complex Stochastic Systems $ Measuring Risk in Franke J., Hardle W., Stahl G. 2000 Springer .91bxx LS.E7
Continuous Time $ Arbitrage Theory in Bjork T. 1998 Oxford University Press .91bxx 98.76
Continuous Time $ Financial Markets in Dana R.A., Jeanblanc M. 2003 Springer .91bxx 003.16
Continuous-Time Finance Merton R.C . 1990 Blackwell .91bxx, 60g35, 62p20, 90a09, 90a14,90a46, 90a43, 90a40 90.88
Derivatives $ Mathematical Models of Financial Kwok Y.-K. 1999 Springer .91bxx 99.75
Derivatives $ Options, Futures, and Other Hull J.C. 1997 Prentice Hall Third Edition .91bxx, 60g35 97.F0
Derivatives. A Student Introduction $ The Mathematics of Financial Wilmott P., Howinson S., Dewynne J. 1995 CUP 91bxx, 60g35, 90axx, 62p05 95.F0
Derivative Securities $ Mathematics of Dempster M. A. H., Pliska S.R. (Eds.) 1997 CUP .91bxx 97.F9
Derivatives with Mathematica $ Modelling Financial Shaw W. 1998 CUP 91bxx 98.A7
Discrete Time Model $ Introduction To Mathematical Finance - Pliska S.R. 1997 Blackwell .91bxx, 60g35 97.F1
Dynamic Asset - Pricing Theory Duffie D. 1996 2^ed. Princeton University Press .91bxx, 60g35 96.H5
Econometrics of Financial Markets $ The Campbell J.Y., Lo A.W., Craig MacKinlay A. 1997 Princeton University Press .91bxx 97.57
Economics and Finance - Methods and Modelling $ Mathematics for Anthony M., Biggs N. 1996 CUP .91bxx 96.I3
Exchange $ Mathematical Methods for Foreign Lipton A. 2001 World Scientific .91bxx 001.84
Explorations in Finance $ Visual Deboeck G., Kohonen T. (Eds.) 2000 Springer .91bxx 000.03
Exponential Functions of Brownian Motion and Related Processes Yor M. 2001 Springer Springer Finance .91bxx 001.56
Finance $ Continuous-Time Merton R.C . 1990 Blackwell .91bxx, 60g35, 62p20, 90a09, 90a14,90a46, 90a43, 90a40 90.88
Finance $ Introduction to Mathematical Heath D.C., Swindle G. 1999 AMS Proceedings of Symposia in Applied Mathematics v.57 .91bxx 99.A4
Finance $ Mathematical Davis M.H.A., Duffie D., Fleming W.H., Shreve S.E. 1995 Springer .91bxx,60g35, 93e20, 90a09, 60g44, 60h10 95.F4
Finance $ Methodes Mathematiques de la Demange G., Rochet J.-C. 1992 Economica .91bxx, 60g35, 90axx, 62p05 92.K7
Finance $ Methods of Mathematical Karatzas I., Shreve S.E. 1998 Springer .91bxx, 60g35 98.55
Finance $ Numerical Methods in Rogers L.C.G., Talay D. 1997 CUP .91bxx 97.G2
Finance $ Visual Explorations in Deboeck G., Kohonen T. (Eds.) 2000 Springer .91bxx 000.03
Finance - It's Only a Game! $ Probability and Shafer G., Vovk V. 2001 Wiley Wiley Series in Probability and Statistics: Financial Engeneering Section .91bxx 001.54
Finance - Discrete Time Model $ Introduction To Mathematical Pliska S.R. 1997 Blackwell .91bxx, 60g35 97.F1
Finance - Methods and Modelling $ Mathematics for Economics and Anthony M., Biggs N. 1996 CUP .91bxx 96.I3
Finance - Options and Other Topics $ An Introduction to Mathematical Ross S. M. 1999 CUP .91bxx 99.B3
Financial Applications $ Stochastic Calculus and Steele J.M. 2001 Springer Applications of Mathematics .91bxx 001.04
Financial Derivatives $ Mathematical Models of Kwok Y.-K. 1999 Springer .91bxx 99.75
Financial Derivatives. A Student Introduction $ The Mathematics of Wilmott P., Howinson S., Dewynne J. 1995 CUP 91bxx, 60g35, 90axx, 62p05 95.F0
Financial Derivatives with Mathematica $ Modelling Shaw W. 1998 CUP 91bxx 98.A7
Financial Markets $ Mathematics of Elliot R.J., Kopp E. 1999 Springer .91bxx, 60g35 99.20
Financial Markets $ The Econometrics of Campbell J.Y., Lo A.W., Craig MacKinlay A. 1997 Princeton University Press .91bxx 97.57
Financial Markets in Continuous Time Dana R.A., Jeanblanc M. 2003 Springer .91bxx 003.16
Financial Modelling $ Martingale Methods in Musiela M., Rutkowski M. 1997 Springer .91bxx, 60hxx, 62p05, 90a09 97.66
Financial Risk in Insurance Ottaviani G. (ed.) 1995 Springer .91bxx, 60g35 95.H7
Finanziari - Volume 1 $ Approccio Attuariale dei Rischi Istituto Italiano degli Attuari 1993 I.I.A. .91bxx, 60g35 93.P5
Finanziari - Volume 2 $ Approccio Attuariale dei Rischi Istituto Italiano degli Attuari 1993 I.I.A. .91bxx, 60g35 93.P4
Finanziaria $ Matematica Moriconi F. 1994 Il Mulino .91bxx 94.L4
Foreign Exchange $ Mathematical Methods for Lipton A. 2001 World Scientific .91bxx 001.84
Functions of Brownian Motion and Related Processes $ Exponential Yor M. 2001 Springer Springer Finance .91bxx 001.56
Futures, and Other Derivatives $ Options, Hull J.C. 1997 Prentice Hall Third Edition .91bxx, 60g35 97.F0
Game! $ Probability and Finance - It's Only a Shafer G., Vovk V. 2001 Wiley Wiley Series in Probability and Statistics: Financial Engeneering Section .91bxx 001.54
Insurance $ Financial Risk in Ottaviani G. (ed.) 1995 Springer .91bxx, 60g35 95.H7
Interest Rate Models - Theory and Practice Brigo D., Mercurio F. 2001 Springer .91bxx 001.85
Introduction to Mathematical Finance Heath D.C., Swindle G. 1999 AMS Proceedings of Symposia in Applied Mathematics v.57 .91bxx 99.A4
Introduction to Mathematical Finance - Discrete Time Model Pliska S.R. 1997 Blackwell .91bxx, 60g35 97.F1
Introduction to Mathematical Finance - Options and Other Topics $ An Ross S. M. 1999 CUP .91bxx 99.B3
Liability Modeling $ Worldwide Asset and Ziemba W.T., Mulvey J.M. 1998 CUP .91bxx 98.A6
Markets $ Mathematics of Financial Elliot R.J., Kopp E. 1999 Springer .91bxx, 60g35 99.20
Markets $ The Econometrics of Financial Campbell J.Y., Lo A.W., Craig MacKinlay A. 1997 Princeton University Press .91bxx 97.57
Markets - Stochastic Models $ Security Duffie D. 1988 Academic Press .91bxx, 90axx, 90a09, 90a19, 60gxx, 60h05, 62p20, 60jxx 88.88
Markets in Continuous Time $ Financial Dana R.A., Jeanblanc M. 2003 Springer .91bxx 003.16
Martingale Methods in Financial Modelling Musiela M., Rutkowski M. 1997 Springer .91bxx, 60hxx, 62p05, 90a09 97.66
Matematica Finanziaria Moriconi F. 1994 Il Mulino .91bxx 94.L4
Mathematica $ Modelling Financial Derivatives with Shaw W. 1998 CUP 91bxx 98.A7
Mathematical Methods in Risk Theory Buhlmann H. 1970 Springer .91bxx, 60kxx, 90axx, 60gxx, 60g35, 60j20, 60k10 70.14
Mathematical Finance - Options and Other Topics $ An Introduction to Ross S. M. 1999 CUP .91bxx 99.B3
Mathematics of Financial Derivatives. A Student Introduction $ The Wilmott P., Howinson S., Dewynne J. 1995 CUP 91bxx, 60g35, 90axx, 62p05 95.F0
Mathematics for Economics and Finance - Methods and Modelling Anthony M., Biggs N. 1996 CUP .91bxx 96.I3
Mathematics of Derivative Securities Dempster M. A. H., Pliska S.R. (Eds.) 1997 CUP .91bxx 97.F9
Mathematical Finance Davis M.H.A., Duffie D., Fleming W.H., Shreve S.E. 1995 Springer .91bxx,60g35, 93e20, 90a09, 60g44, 60h10 95.F4
Mathematical Finance $ Introduction to Heath D.C., Swindle G. 1999 AMS Proceedings of Symposia in Applied Mathematics v.57 .91bxx 99.A4
Mathematical Finance $ Methods of Karatzas I., Shreve S.E. 1998 Springer .91bxx, 60g35 98.55
Mathematical Finance - Discrete Time Model $ Introduction to Pliska S.R. 1997 Blackwell .91bxx, 60g35 97.F1
Mathematical Methods for Foreign Exchange Lipton A. 2001 World Scientific .91bxx 001.84
Mathematical Models of Financial Derivatives Kwok Y.-K. 1999 Springer .91bxx 99.75
Mathematics of Financial Markets Elliot R.J., Kopp E. 1999 Springer .91bxx, 60g35 99.20
Mathematiques de la Finance $ Methodes Demange G., Rochet J.-C. 1992 Economica .91bxx, 60g35, 90axx, 62p05 92.K7
Measuring Risk in Complex Stochastic Systems Franke J., Hardle W., Stahl G. 2000 Springer .91bxx LS.E7
Methodes Mathematiques de la Finance Demange G., Rochet J.-C. 1992 Economica .91bxx, 60g35, 90axx, 62p05 92.K7
Methods and Modelling $ Mathematics for Economics and Finance - Anthony M., Biggs N. 1996 CUP .91bxx 96.I3
Methods for Foreign Exchange $ Mathematical Lipton A. 2001 World Scientific .91bxx 001.84
Methods in Finance $ Numerical Rogers L.C.G., Talay D. 1997 CUP .91bxx 97.G2
Methods in Financial Modelling $ Martingale Musiela M., Rutkowski M. 1997 Springer .91bxx, 60hxx, 62p05, 90a09 97.66
Methods in Risk Theory $ Mathematical Buhlmann H. 1970 Springer .91bxx, 60kxx, 90axx, 60gxx, 60g35, 60j20, 60k10 70.14
Methods of Mathematical Finance Karatzas I., Shreve S.E. 1998 Springer .91bxx, 60g35 98.55
Model $ Introduction To Mathematical Finance - Discrete Time Pliska S.R. 1997 Blackwell .91bxx, 60g35 97.F1
Modeling $ Worldwide Asset and Liability Ziemba W.T., Mulvey J.M. 1998 CUP .91bxx 98.A6
Modelling $ Martingale Methods in Financial Musiela M., Rutkowski M. 1997 Springer .91bxx, 60hxx, 62p05, 90a09 97.66
Modelling $ Mathematics for Economics and Finance - Methods and Anthony M., Biggs N. 1996 CUP .91bxx 96.I3
Modelling Financial Derivatives with Mathematica Shaw W. 1998 CUP 91bxx 98.A7
Models $ Security Markets - Stochastic Duffie D. 1988 Academic Press .91bxx, 90axx, 90a09, 90a19, 60gxx, 60h05, 62p20, 60jxx 88.88
Models - Theory and Application $ Uncertain Volatility Buff R. 2002 Springer Springer Finance Lecture Notes .91bxx 002.11
Models - Theory and Practice $ Interest Rate Brigo D., Mercurio F. 2001 Springer .91bxx 001.85
Models of Financial Derivatives $ Mathematical Kwok Y.-K. 1999 Springer .91bxx 99.75
Motion and Related Processes $ Exponential Functions of Brownian Yor M. 2001 Springer Springer Finance .91bxx 001.56
Neutral Valuation $ Risk- Bingham N.H., Kiesel R. 2000 Springer .91bxx 000.04
Numerical Methods in Finance Rogers L.C.G., Talay D. 1997 CUP .91bxx 97.G2
Options and Other Topics $ An Introduction to Mathematical Finance - Ross S. M. 1999 CUP .91bxx 99.B3
Options, Futures, and Other Derivatives Hull J.C. 1997 Prentice Hall Third Edition .91bxx, 60g35 97.F0
Portfolio Theory $ Stochastic Fernholz E.R. 2002 Springer Applications of Mathematics v. 48 .91bxx 002.13
Practical Risk Theory for Actuaries Daykin C.D. 1994 Chapman & Hall .91bxx, 60g35, 62-XX 94.E8
Pricing Theory $ Dynamic Asset - Duffie D. 1996 2^ed. Princeton University Press .91bxx, 60g35 96.H5
Probability and Finance - It's Only a Game! Shafer G., Vovk V. 2001 Wiley Wiley Series in Probability and Statistics: Financial Engeneering Section .91bxx 001.54
Processes $ Exponential Functions of Brownian Motion and Related Yor M. 2001 Springer Springer Finance .91bxx 001.56
Rate Models - Theory and Practice $ Interest Brigo D., Mercurio F. 2001 Springer .91bxx 001.85
Rischi Finanziari - Volume 1 $ Approccio Attuariale dei Istituto Italiano degli Attuari 1993 I.I.A. .91bxx, 60g35 93.P5
Rischi Finanziari - Volume 2 $ Approccio Attuariale dei Istituto Italiano degli Attuari 1993 I.I.A. .91bxx, 60g35 93.P4
Risk in Complex Stochastic Systems $ Measuring Franke J., Hardle W., Stahl G. 2000 Springer .91bxx LS.E7
Risk in Insurance $ Financial Ottaviani G. (ed.) 1995 Springer .91bxx, 60g35 95.H7
Risk Theory $ Aspects of Grandell J. 1991 Springer .91bxx, 60g35, 60gxx, 60j20, 60k10 91.06
Risk Theory $ Mathematical Methods in Buhlmann H. 1970 Springer .91bxx, 60kxx, 90axx, 60gxx, 60g35, 60j20, 60k10 70.14
Risk Theory for Actuaries $ Practical Daykin C.D. 1994 Chapman & Hall .91bxx, 60g35, 62-XX 94.E8
Risk-Neutral Valuation Bingham N.H., Kiesel R. 2000 Springer .91bxx 000.04
Securities $ Mathematics of Derivative Dempster M. A. H., Pliska S.R. (Eds.) 1997 CUP .91bxx 97.F9
Security Markets - Stochastic Models Duffie D. 1988 Academic Press .91bxx, 90axx, 90a09, 90a19, 60gxx, 60h05, 62p20, 60jxx 88.88
Stochastic Calculus and Financial Applications Steele J.M. 2001 Springer Applications of Mathematics .91bxx 001.04
Stochastic Models $ Security Markets - Duffie D. 1988 Academic Press .91bxx, 90axx, 90a09, 90a19, 60gxx, 60h05, 62p20, 60jxx 88.88
Stochastic Portfolio Theory Fernholz E.R. 2002 Springer Applications of Mathematics v. 48 .91bxx 002.13
Stochastic Systems $ Measuring Risk in Complex Franke J., Hardle W., Stahl G. 2000 Springer .91bxx LS.E7
Student Introduction $ The Mathematics of Financial Derivatives. A Wilmott P., Howinson S., Dewynne J. 1995 CUP 91bxx, 60g35, 90axx, 62p05 95.F0
Systems $ Measuring Risk in Complex Stochastic Franke J., Hardle W., Stahl G. 2000 Springer .91bxx LS.E7
Theory $ Aspects of Risk Grandell J. 1991 Springer .91bxx, 60g35, 60gxx, 60j20, 60k10 91.06
Theory in Continuous Time $ Arbitrage Bjork T. 1998 Oxford University Press .91bxx 98.76
Time $ Arbitrage Theory in Continuous Bjork T. 1998 Oxford University Press .91bxx 98.76
Time $ Financial Markets in Continuous Dana R.A., Jeanblanc M. 2003 Springer .91bxx 003.16
Time Finance $ Continuous- Merton R.C . 1990 Blackwell .91bxx, 60g35, 62p20, 90a09, 90a14,90a46, 90a43, 90a40 90.88
Time Model $ Introduction To Mathematical Finance - Discrete Pliska S.R. 1997 Blackwell .91bxx, 60g35 97.F1
Uncertain Volatility Models - Theory and Application Buff R. 2002 Springer Springer Finance Lecture Notes .91bxx 002.11
Valuation $ Risk-Neutral Bingham N.H., Kiesel R. 2000 Springer .91bxx 000.04
Visual Explorations in Finance Deboeck G., Kohonen T. (Eds.) 2000 Springer .91bxx 000.03
Volatility Models - Theory and Application $ Uncertain Buff R. 2002 Springer Springer Finance Lecture Notes .91bxx 002.11
Worldwide Asset and Liability Modeling Ziemba W.T., Mulvey J.M. 1998 CUP .91bxx 98.A6

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IMATI-MI library Books - by MSC2000 category different from 91bxx

60gxx, 60g35, 60j20, 60k10, 60kxx, 90axx, .91bxx Buhlmann H. 1970 Mathematical Methods in Risk Theory Springer 70.14
60gxx, 60h05, 62p20, 60jxx, 90axx, 90a09, 90a19, .91bxx Duffie D. 1988 Security Markets - Stochastic Models Academic Press 88.88
60gxx, 60j20, 60k10, 60g35, .91bxx Grandell J. 1991 Aspects of Risk Theory Springer 91.06
60g35, 60j20, 60k10, 60kxx, 90axx, 60gxx, .91bxx Buhlmann H. 1970 Mathematical Methods in Risk Theory Springer 70.14
60g35, 62-XX, .91bxx Daykin C.D. 1994 Practical Risk Theory for Actuaries Chapman & Hall 94.E8
60g35, 90axx, 62p05, .91bxx Demange G., Rochet J.-C. 1992 Methodes Mathematiques de la Finance Economica 92.K7
60g35, 93e20, 90a09, 60g44, 60h10, .91bxx Davis M.H.A., Duffie D., Fleming W.H., Shreve S.E. 1995 Mathematical Finance Springer 95.F4
60g35, .91bxx Duffie D. 1996 Dynamic Asset - Pricing Theory 2^ed. Princeton University Press 96.H5
60g35, .91bxx Elliot R.J., Kopp E. 1999 Mathematics of Financial Markets Springer 99.20
60g35, 60gxx, 60j20, 60k10, .91bxx Grandell J. 1991 Aspects of Risk Theory Springer 91.06
60g35, .91bxx Hull J.C. 1997 Options, Futures, and Other Derivatives Third Edition Prentice Hall 97.F0
60g35, .91bxx Istituto Italiano degli Attuari 1993 Approccio Attuariale dei Rischi Finanziari - Volume 1 I.I.A. 93.P5
60g35, .91bxx Istituto Italiano degli Attuari 1993 Approccio Attuariale dei Rischi Finanziari - Volume 2 I.I.A. 93.P4
60g35, .91bxx Karatzas I., Shreve S.E. 1998 Methods of Mathematical Finance Springer 98.55
60g35, 62p20, 90a09, 90a14, 90a46, 90a43, 90a40, .91bxx Merton R.C . 1990 Continuous-Time Finance Blackwell 90.88
60g35, .91bxx Ottaviani G. (ed.) 1995 Financial Risk in Insurance Springer 95.H7
60g35, .91bxx Pliska S.R. 1997 Introduction To Mathematical Finance - Discrete Time Model Blackwell 97.F1
60g35, 90axx, 62p05, .91bxx Wilmott P., Howinson S., Dewynne J. 1995 The Mathematics of Financial Derivatives. A Student Introduction CUP 95.F0
60g44, 60h10, 60g35, 93e20, 90a09, .91bxx Davis M.H.A., Duffie D., Fleming W.H., Shreve S.E. 1995 Mathematical Finance Springer 95.F4
60hxx, 62p05, 90a09, .91bxx Musiela M., Rutkowski M. 1997 Martingale Methods in Financial Modelling Springer 97.66
60h05, 62p20, 60jxx, 90axx, 90a09, 90a19, 60gxx, .91bxx Duffie D. 1988 Security Markets - Stochastic Models Academic Press 88.88
60h10, 60g35, 93e20, 90a09, 60g44, .91bxx Davis M.H.A., Duffie D., Fleming W.H., Shreve S.E. 1995 Mathematical Finance Springer 95.F4
60jxx, 90axx, 90a09, 90a19, 60gxx, 60h05, 62p20, .91bxx Duffie D. 1988 Security Markets - Stochastic Models Academic Press 88.88
60j20, 60k10, 60kxx, 90axx, 60gxx, 60g35, .91bxx Buhlmann H. 1970 Mathematical Methods in Risk Theory Springer 70.14
60j20, 60k10, 60g35, 60gxx, .91bxx Grandell J. 1991 Aspects of Risk Theory Springer 91.06
60kxx, 90axx, 60gxx, 60g35, 60j20, 60k10, .91bxx Buhlmann H. 1970 Mathematical Methods in Risk Theory Springer 70.14
60k10, 60kxx, 90axx, 60gxx, 60g35, 60j20, .91bxx Buhlmann H. 1970 Mathematical Methods in Risk Theory Springer 70.14
60k10, 60g35, 60gxx, 60j20, .91bxx Grandell J. 1991 Aspects of Risk Theory Springer 91.06
62-XX, 60g35, .91bxx Daykin C.D. 1994 Practical Risk Theory for Actuaries Chapman & Hall 94.E8
62p05, 60g35, 90axx, .91bxx Demange G., Rochet J.-C. 1992 Methodes Mathematiques de la Finance Economica 92.K7
62p05, 90a09, 60hxx, .91bxx Musiela M., Rutkowski M. 1997 Martingale Methods in Financial Modelling Springer 97.66
62p05, 60g35, 90axx, .91bxx Wilmott P., Howinson S., Dewynne J. 1995 The Mathematics of Financial Derivatives. A Student Introduction CUP 95.F0
62p20, 60jxx, 90axx, 90a09, 90a19, 60gxx, 60h05, .91bxx Duffie D. 1988 Security Markets - Stochastic Models Academic Press 88.88
62p20, 90a09, 90a14, 90a46, 90a43, 90a40, 60g35, .91bxx Merton R.C . 1990 Continuous-Time Finance Blackwell 90.88
90axx, 60gxx, 60g35, 60j20, 60k10, 60kxx, .91bxx Buhlmann H. 1970 Mathematical Methods in Risk Theory Springer 70.14
90axx, 62p05, 60g35, .91bxx Demange G., Rochet J.-C. 1992 Methodes Mathematiques de la Finance Economica 92.K7
90axx, 90a09, 90a19, 60gxx, 60h05, 62p20, 60jxx, .91bxx Duffie D. 1988 Security Markets - Stochastic Models Academic Press 88.88
90axx, 62p05, 60g35, .91bxx Wilmott P., Howinson S., Dewynne J. 1995 The Mathematics of Financial Derivatives. A Student Introduction CUP 95.F0
90a09, 60g44, 60h10, 60g35, 93e20, .91bxx Davis M.H.A., Duffie D., Fleming W.H., Shreve S.E. 1995 Mathematical Finance Springer 95.F4
90a09, 90a19, 60gxx, 60h05, 62p20, 60jxx, 90axx, .91bxx Duffie D. 1988 Security Markets - Stochastic Models Academic Press 88.88
90a09, 90a14, 90a46, 90a43, 90a40, 60g35, 62p20, .91bxx Merton R.C . 1990 Continuous-Time Finance Blackwell 90.88
90a09, 60hxx, 62p05, .91bxx Musiela M., Rutkowski M. 1997 Martingale Methods in Financial Modelling Springer 97.66
90a14, 90a46, 90a43, 90a40, 60g35, 62p20, 90a09, .91bxx Merton R.C . 1990 Continuous-Time Finance Blackwell 90.88
90a19, 60gxx, 60h05, 62p20, 60jxx, 90axx, 90a09, .91bxx Duffie D. 1988 Security Markets - Stochastic Models Academic Press 88.88
90a40, 60g35, 62p20, 90a09, 90a14, 90a46, 90a43, .91bxx Merton R.C . 1990 Continuous-Time Finance Blackwell 90.88
90a43, 90a40, 60g35, 62p20, 90a09, 90a14, 90a46, .91bxx Merton R.C . 1990 Continuous-Time Finance Blackwell 90.88
90a46, 90a43, 90a40, 60g35, 62p20, 90a09, 90a14, .91bxx Merton R.C . 1990 Continuous-Time Finance Blackwell 90.88
93e20, 90a09, 60g44, 60h10, 60g35, .91bxx Davis M.H.A., Duffie D., Fleming W.H., Shreve S.E. 1995 Mathematical Finance Springer 95.F4

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IMATI-MI library Books - by publisher

Academic Press Duffie D. 1988 Security Markets - Stochastic Models .91bxx, 90axx, 90a09, 90a19, 60gxx, 60h05, 62p20, 60jxx 88.88
AMS Proceedings of Symposia in Applied Mathematics v.57 Heath D.C., Swindle G. 1999 Introduction to Mathematical Finance .91bxx 99.A4
Blackwell Merton R.C . 1990 Continuous-Time Finance .91bxx, 60g35, 62p20, 90a09, 90a14,90a46, 90a43, 90a40 90.88
Blackwell Pliska S.R. 1997 Introduction To Mathematical Finance - Discrete Time Model .91bxx, 60g35 97.F1
Chapman & Hall Daykin C.D. 1994 Practical Risk Theory for Actuaries .91bxx, 60g35, 62-XX 94.E8
CUP Anthony M., Biggs N. 1996 Mathematics for Economics and Finance - Methods and Modelling .91bxx 96.I3
CUP Dempster M. A. H., Pliska S.R. (Eds.) 1997 Mathematics of Derivative Securities .91bxx 97.F9
CUP Rogers L.C.G., Talay D. 1997 Numerical Methods in Finance .91bxx 97.G2
CUP Ross S. M. 1999 An Introduction to Mathematical Finance - Options and Other Topics .91bxx 99.B3
CUP Shaw W. 1998 Modelling Financial Derivatives with Mathematica 91bxx 98.A7
CUP Wilmott P., Howinson S., Dewynne J. 1995 The Mathematics of Financial Derivatives. A Student Introduction 91bxx, 60g35, 90axx, 62p05 95.F0
CUP Ziemba W.T., Mulvey J.M. 1998 Worldwide Asset and liability Modeling .91bxx 98.A6
Economica Demange G., Rochet J.-C. 1992 Methodes Mathematiques de la Finance .91bxx, 60g35, 90axx, 62p05 92.K7
I.I.A. Istituto Italiano degli Attuari 1993 Approccio Attuariale dei Rischi Finanziari - Volume 1 .91bxx, 60g35 93.P5
I.I.A. Istituto Italiano degli Attuari 1993 Approccio Attuariale dei Rischi Finanziari - Volume 2 .91bxx, 60g35 93.P4
Il Mulino Moriconi F. 1994 Matematica Finanziaria .91bxx 94.L4
Oxford University Press Bjork T. 1998 Arbitrage Theory in Continuous Time .91bxx 98.76
Prentice Hall Hull J.C. 1997 Options, Futures, and Other Derivatives Third Edition .91bxx, 60g35 97.F0
Princeton University Press Campbell J.Y., Lo A.W., Craig MacKinlay A. 1997 The Econometrics of Financial Markets .91bxx 97.57
Princeton University Press Duffie D. 1996 2^ed. Dynamic Asset - Pricing Theory .91bxx, 60g35 96.H5
Springer Bingham N.H., Kiesel R. 2000 Risk-Neutral Valuation .91bxx 000.04
Springer Brigo D., Mercurio F. 2001 Interest Rate Models - Theory and Practice .91bxx 001.85
Springer Springer Finance Lecture Notes Buff R. 2002 Uncertain Volatility Models - Theory and Application .91bxx 002.11
Springer Buhlmann H. 1970 Mathematical Methods in Risk Theory .91bxx, 60kxx, 90axx, 60gxx, 60g35, 60j20, 60k10 70.14
Springer Dana R.A., Jeanblanc M. 2003 Financial Markets in Continuous Time .91bxx 003.16
Springer Davis M.H.A., Duffie D., Fleming W.H., Shreve S.E. 1995 Mathematical Finance .91bxx,60g35, 93e20, 90a09, 60g44, 60h10 95.F4
Springer Deboeck G., Kohonen T. (Eds.) 2000 Visual Explorations in Finance .91bxx 000.03
Springer Elliot R.J., Kopp E. 1999 Mathematics of Financial Markets .91bxx, 60g35 99.20
Springer Applications of Mathematics v. 48 Fernholz E.R. 2002 Stochastic Portfolio Theory .91bxx 002.13
Springer Franke J., Hardle W., Stahl G. 2000 Measuring Risk in Complex Stochastic Systems .91bxx LS.E7
Springer Grandell J. 1991 Aspects of Risk Theory .91bxx, 60g35, 60gxx, 60j20, 60k10 91.06
Springer Karatzas I., Shreve S.E. 1998 Methods of Mathematical Finance .91bxx, 60g35 98.55
Springer Kwok Y.-K. 1999 Mathematical Models of Financial Derivatives .91bxx 99.75
Springer Musiela M., Rutkowski M. 1997 Martingale Methods in Financial Modelling .91bxx, 60hxx, 62p05, 90a09 97.66
Springer Ottaviani G. (ed.) 1995 Financial Risk in Insurance .91bxx, 60g35 95.H7
Springer Applications of Mathematics Steele J.M. 2001 Stochastic Calculus and Financial Applications .91bxx 001.04
Springer Yor M. 2001 Exponential Functions of Brownian Motion and Related Processes Springer Finance .91bxx 001.56
Wiley Wiley Series in Probability and Statistics: Financial Engeneering Section Shafer G., Vovk V. 2001 Probability and Finance - It's Only a Game! .91bxx 001.54
World Scientific Lipton A. 2001 Mathematical Methods for Foreign Exchange .91bxx 001.84

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