Books on Mathematica and Finance


You can order these books directly through amazon.com.

Mathematica

The Mathematica Book, 4th ed.. Stephen Wolfram, Cambridge University Press, 1999.
The new official handbook for Version 4.

Programming in Mathematica, 3rd ed. Roman Maeder, Addison-Wesley, 1997.
My own book on programming methods in Mathematica. See also my WWW pages for this book.

The Mathematica Programmer und The Mathematica Programmer II. Roman Maeder, Academic Press, 1994 and 1996.
A collection of various programming topics. See also my WWW pages for this book.

Mathematica and Finance

Modelling Financial Derivatives With Mathematica. William Shaw, Cambridge Univ. Press, 1998.
Pricing of exotic derivatives, an advanced treatment.

Economic and Financial Modeling with Mathematica. Hal Varian (ed.), TELOS/Springer-Verlag, 1992.
A collection of contributions on various finance-related topics.

Computational Economics and Finance: Modeling and Analysis with Mathematica. Hal Varian (ed.), TELOS/Springer-Verlag, 1996.
The second volume of contributions on various finance-related topics.

Finance (without Mathematica)

Black-Scholes and Beyond: Option Pricing Models. Neil Chriss, Irwin/MCGraw Hill, 1997.

Financial Engineering: Tools and Techniques to Manage Financial Risk. Lawrence Galitz, Pitman Publishing Co., 1995.

Options, Futures, and other Derivatives, 4th Ed. John C. Hull, Prentice-Hall, 1999.

Value at Risk: The new Benchmark for Controlling Market Risk. Philippe Jorion, McGraw-Hill, 1997.

Time Series Analysis. William Wei, Addison-Wesley, 1990.

Itroduction to Time Series and Forecasting. Peter J. Brockwell und Richard A. Davis, Springer-Verlag, 1996.

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