Additional
Information: Books, eprints, journals, magazines, newsletters, preprints and other publications in Mathematical Economics and Financial Mathematics.
Pricing and Hedging of Derivative Securities Pricing and Hedging of Derivative Securities: By Lars Tyge Nielsen. A textbook in continuous-time finance theory, Oxford University Press, 1999. Preface, introduction, table of contents, index. (Publications) http://www.derivativesmath.com/
Designs Patterns and Derivatives Pricing Designs Patterns and Derivatives Pricing: By Mark Joshi (CUP, 2004). Code to accompnay the book. (Publications) http://www.markjoshi.com/design/
Concepts and Practice of Mathematical Finance Concepts and Practice of Mathematical Finance: By Mark Joshi (CUP, 2003). Table of contents, bibliography, errata, guest book, reviews. (Publications) http://www.markjoshi.com/concepts/
Financial Calculus Financial Calculus: By Martin Baxter and Andrew Rennie (CUP, 1996). Contents, preface, errata, supplementary text, reviews. (Publications) http://www.financialcalculus.co.uk/