 | Options, Futures & Other Derivatives with Derivagem CD Value Package (includes Student Solutions Manual for Options, Futuresd Other Derivatives) by JOHN C HULL
Buy new: $217.33 / Used from: $150.00 The gold standard of derivatives securities textbooks.
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 | Derivatives Markets (2nd Edition) by Robert L. McDonald
Buy new: $150.54 / Used from: $120.00 Another outstanding derivatives text; slightly more mathematical than Hull's book.
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 | Implementing Derivative Models (Wiley Series in Financial Engineering) by Les Clewlow
Buy new: $103.95 / Used from: $49.90 Outstanding discussion of derivatives pricing models and the algorithms used to implement them. Can be used with any programming language.
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 | Elements of Financial Risk Management by Peter Christoffersen
Buy new: $72.36 / Used from: $46.99 Excellent discussion of Value at Risk models, volatility and correlation models and their implementation. All examples are done with Excel and Solver.
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 | The Fundamentals of Risk Measurement by Christopher Marrison
Buy new: $29.67 / Used from: $19.99 Excellent introduction to the field of risk management. Covers a broad range of topics, including both market and credit risk, as well as the implementation of risk management at the corporate level.
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 | Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance) by Fabrice Douglas Rouah
Buy new: $64.80 / Used from: $54.90 Another outstanding book designed to show how option pricing models can be implemented in Excel and VBA. Covers many advanced models that are not always found in derivatives texts.
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 | Fixed Income Securities: Tools for Today's Markets, Second Edition, University Edition by Bruce Tuckman
Buy new: $45.27 / Used from: $37.99 In-depth coverage of fixed income markets and interest rate modeling.
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 | The Complete Guide to Option Pricing Formulas by Espen Gaarder Haug
Buy new: $43.83 / Used from: $32.00 An encyclopedia of option pricing models, complete with algorithms. Virtually every type of option, no matter how exotic, is included.
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 | Credit Risk Modeling using Excel and VBA (The Wiley Finance Series) by Gunter Loeffler
Buy new: $75.60 / Used from: $62.00 Excellent discussion of credit risk modeling; provides extensive examples of how these models can be implemented with Excel and VBA.
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 | Analysis of Financial Time Series (Wiley Series in Probability and Statistics) by Ruey S. Tsay
Buy new: $78.64 / Used from: $49.79 Outstanding introduction to the modeling of time series with financial applications. Examples are provided in the S-Plus language, one of the top statistical packages.
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