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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) (v. 1)
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Steven E. Shreve
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) (v. 2)
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Steven E. Shreve
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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
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Damiano Brigo
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Analysis of Financial Time Series (Wiley Series in Probability and Statistics)
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Ruey S. Tsay
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The Econometrics of Financial Markets
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John Y. Campbell
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) (v. 53)
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Paul Glasserman
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Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk
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Richard Grinold
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Options, Futures and Other Derivatives (6th Edition)
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John C. Hull
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Dynamic Hedging: Managing Vanilla and Exotic Options (Wiley Finance)
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Nassim Nicholas Taleb
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Credit Derivatives Pricing Models: Model, Pricing and Implementation
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Philipp J. Schönbucher
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The Structured Credit Handbook (Wiley Finance)
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Arvind Rajan
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Modern Investment Management: An Equilibrium Approach
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Bob Litterman
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Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach (The Wiley Finance Series)
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Daniel J. Duffy
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Fixed Income Securities: Tools for Today's Markets, Second Edition, University Edition
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Bruce Tuckman
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Optimization Methods in Finance (Mathematics, Finance and Risk)
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Gerard Cornuejols
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Numerical Recipes in C++: The Art of Scientific Computing
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William T. Vetterling
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Applied Linear Regression (Wiley Series in Probability and Statistics)
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Sanford Weisberg
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Advanced Engineering Mathematics
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Erwin Kreyszig
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The Volatility Surface: A Practitioner's Guide (Wiley Finance)
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Jim Gatheral
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Derivatives Models on Models
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Espen Gaarder Haug
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Paul Wilmott on Quantitative Finance 3 Volume Set (2nd Edition)
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Paul Wilmott
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Energy and Power Risk Management: New Developments in Modeling, Pricing and Hedging
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Alexander Eydeland
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