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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
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Options, Futures and Other Derivatives (6th Edition)
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
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The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk)
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
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Modeling Derivatives Applications in Matlab, C++, and Excel
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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
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Heard on the Street: Quantitative Questions from Wall Street Job Interviews
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My Life as a Quant: Reflections on Physics and Finance
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Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance)
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Principles of Financial Engineering (Academic Press Advanced Finance)
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Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach (The Wiley Finance Series)
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Options, Futures, and Other Derivatives (5th Edition)
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Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)
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Financial Instrument Pricing Using C++ (The Wiley Finance Series)
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
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Excel Add-in Development in C/C++: Applications in Finance (The Wiley Finance Series)
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