Applied Quantitative Finance
by W. Härdle, T. Kleinow, G. Stahl
Publisher: Springer 2002
Number of pages: 423
The book is designed for researchers who wish to develop professional skill in modern quantitative applications in finance. It presents solutions, theoretical developments and method proliferation for many practical problems in quantitative finance.
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by Marcel B. Finan - Arkansas Tech University
This manuscripts is designed for an introductory course in the theory of interest and annuity. Each section contains the embedded examples with answer keys. The manuscript is suitable for a junior level course in the mathematics of finance.
by AP Faure - Bookboon
Forwards, futures, swaps, options, hybrids and a category 'other' (credit derivatives, weather derivatives, etc.) make up the derivative markets. The word is drawn from 'derive' and means that the derivative instrument cannot exist on its own.
by Bernt Arne Ødegaard
Useful examples and algorithms for people working within the field of finance. Typical examples are option/derivatives pricing, term structure calculations, mean variance analysis. The author made C++ subroutines that implements common algorithms.
by Richard F. Bass
Lecture notes on mathematical finance - figuring out the price of options and derivatives. The text civers elementary probability, the binomial asset pricing model, advanced probability, the continuous model, and term structure models.