 Companion software is available
An Introduction to Financial Option Valuation: Mathematics, Stochastics, and Computation
Higham
Cambridge University Press, 2004
An Introduction to Market Risk Measurement
Dowd
John Wiley & Sons, Inc., 2002
An Introduction to Stochastic Processes
Kao
Duxbury Press, 1997
Applied Computational Economics and Finance
Miranda / Fackler
The MIT Press, 2002
Bayesian Econometrics
Koop
John Wiley & Sons, Inc., 2003
Black-Scholes and Beyond: Options Pricing Models
Chriss
Irwin/McGraw Hill, 1997
Business Economics and Finance with MATLAB, GIS, and Simulation Models
Anderson
Chapman & Hall/CRC, 2005
Computational Macroeconomics for the Open Economy
Lim / McNelis
The MIT Press, 2008
Financial Modeling Under Non-Gaussian Distributions
Jondeau / Poon / Rockinger
Springer, 2007
Generalized Method of Moments: Advanced Texts in Econometrics
Hall
Oxford University Press, 2005
Implementing Models in Quantitative Finance: Methods and Cases
Fusai / Roncoroni
Springer, 2008
Mathematics for Business, Science, and Technology with MATLAB and Excel Computations, 3e
Karris
Orchard Publications, 2007
Modeling Derivatives Applications in MATLAB, C++, and Excel
London
FT Press, 2006
Neural Networks in Finance: Gaining Predictive Edge in the Market
McNelis
Elsevier Science, 2005
Pricing Derivative Securities: An Interactive Dynamic Environment with Maple V and MATLAB
Prisman
Academic Press, 2000
Risk and Asset Allocation
Meucci
Springer, 2005
|