| These books are used for the courses of the Master's program in Financial Mathematics: | ||
| Essentials of Stochastic Finance. Facts, Models, Theory by A.N. Shiryaev |
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| The Mathematics of Financial Derivatives by P. Wilmott, S. Howison and J. Dewynne |
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| Mathematical Models of Financial Derivatives by Y.K. Kwok |
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| Options, Futures and Other Derivatives by J.C. Hull |
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| Applications of Lie Groups to Differential Equations by P.J. Olver |
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| Introduction to Numerical Analysis by J. Stoer and R. Bulirsch |
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| Introduction to Differential Equations and Dynamical Systems by R.E. Williamson |
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| Partial Differential Equations by L.C. Evans |
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| Handbook of Differential Equations by D. Zwillinger |
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| Ordinary Differential Equations by E.L. Ince |
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| Investments by Z. Bodie, A. Kane and A.J. Marcus |
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| Further material will be handed out during the conduct of the courses. | ||