globe
  1. An elementary introduction to mathematical finance - Sheldon M. Ross 2011

    Book Essential This book most closely follows the course for MA37810

  2. Mathematics of Financial Markets - Robert J Elliott, P Ekkehard Kopp 2014

    Book Essential

  3. Introduction to stochastic calculus applied to finance / Damien Lamberton, Bernard Lapeyre - Damien Lamberton, Bernard Lapeyre 2008

    Book Essential

  4. Financial calculus: an introduction to derivative pricing - Martin Baxter, Andrew Rennie 1996 (various printings)

    Book Essential