Recommend book

Financial Engineering, Financial Mathematics, and Quantitative Finance

Market Models, by Carol Alexander Market Models - A Guide to Financial Data Analysis
by Carol Alexander 
Chapters: 1. Understanding volatility and correlation. 2. Implied volatility and correlation. 3. Moving average models. 4. GARCH models. 5. Forecasting Volatility and Correlation. 6. Principle component analysis. 7. Covariance matrices. 8. Risk measurement in factor models. 9. Value-at-risk. 10. Modelling non-normal returns. 11. Time series models. 12. Cointegration. 13. Forecasting high-frequency data. Technical appendices: A1. Linear Regression. A2. Statistical inference. A3. Residual analysis. A4. Data problems. A5. Prediction. A6. Maximum likelihood methods.
Financial Engineering Principles, by Perry H. Beaumont Financial Engineering Principles - A Unified Theory for Financial Product Analysis and Valuation
by Perry H. Beaumont 
"This is the first comprehensive hands-on introduction to financial engineering. Neftci is enjoyable to read, and finds a natural balance between theory and practice." - Darrell Duffie, James I. Miller Professor of Finance, The Graduate School of Business, Stanford University "Neftci's book captures much of the excitement of the recent surge of theoretical and practical work on financial engineering. A variety of readers will be interested in this book, including lay people who are interested in better understanding how financial markets can be used to share and mitigate risks and practicioners who are interested in constructing and valuing new securities." - Thomas Sargent, Professor of Economics at NYU, and a Senior Fellow at the Hoover Institution, Stanford University
Financial Modeling - 2nd Edition, by Simon Benninga and Benjamin Czaczkes Financial Modeling - 2nd Edition
by Simon Benninga and Benjamin Czaczkes 
Numerical Methods in Finance, by Paolo Brandimarte Numerical Methods in Finance - A MATLAB-Based Introduction
by Paolo Brandimarte 
Interest Rate Models, by Damiano Brigo and Fabio Mercurio Interest Rate Models
by Damiano Brigo and Fabio Mercurio 
Mathematical Techniques in Finance, by Ales Cerny Mathematical Techniques in Finance - Tools for Incomplete Markets
by Ales Cerny 
MIT Press
Implementing Derivative Models, by Les Clewlow and Chris Strickland Implementing Derivative Models
by Les Clewlow and Chris Strickland 
Heard on the Street, by Timothy Falcon Crack Heard on the Street - Quantitative Questions from Wall Street Job Interviews
by Timothy Falcon Crack 
Timothy Crack
Financial Engineering, by Keith Cuthbertson and Dirk Nitzsche Financial Engineering - Derivatives and Risk Management
by Keith Cuthbertson and Dirk Nitzsche 
Introduction to the Economics and Mathematics of Financial Markets, by Jaksa Cvitanic and Fernando Zaperto Introduction to the Economics and Mathematics of Financial Markets
by Jaksa Cvitanic and Fernando Zaperto 
MIT Press
Solutions Manual, by Jaksa Cvitanic and Fernando Zaperto Solutions Manual - Introduction to the Economics and Mathematics of Financial Markets
by Jaksa Cvitanic and Fernando Zaperto 
MIT Press
Quantitative Finance and Risk Management, by Jan W. Dash Quantitative Finance and Risk Management - A Physicists' Approach
by Jan W. Dash 
World Scientific Publishing Company
The Rules of Risk, by Ron Dembo and Andrew Freeman The Rules of Risk
by Ron Dembo and Andrew Freeman 
Monte Carlo Methodologies and Applications for Pricing and Risk Management, by Bruno Dupire Monte Carlo Methodologies and Applications for Pricing and Risk Management
by Bruno Dupire 
Fixed Income Mathematics, by Frank J. Fabozzi Fixed Income Mathematics
by Frank J. Fabozzi 
McGraw-Hill
Risk Management and Regulation in Banking, by Dan Galai, David Ruthenberg, Marshall Sarnat, Ben Z. Schreiber Risk Management and Regulation in Banking
by Dan Galai, David Ruthenberg, Marshall Sarnat, Ben Z. Schreiber 
Springer
Financial Engineering, by Lawrence C. Galitz Financial Engineering - Tools and Techniques to Manage Financial Risk
by Lawrence C. Galitz 
Chapters 1. Introduction. 2. The cash markets. 3. Forward rates. 4. FRAs. 5. SAFEs. 6. Financial futures. 7. Short-term interest rate futures. 8. Bond and stock index futures. 9. SWAPS. 10. Options - from basic to Greek. 11. Options - from building blocks to exotics. 12. Applications for financial engineering. 13. Managing currency risk. 14. Managing interest-rate risk using FRAs, futures, and swaps. 15. Managing interest-rate risk - Using options and option-based instruments. 16. Managing equity risk. 17. Commodity risk. 18. Structured finance.
Monte Carlo Methods in Financial Engineering , by Paul Glasserman Monte Carlo Methods in Financial Engineering - Applications of Mathematics, 53
by Paul Glasserman 
Foreign Exchange Risk, by Jürgen Hakala and Uwe Wystup Foreign Exchange Risk - Models, Instruments and Strategies
by Jürgen Hakala and Uwe Wystup 
Monte Carlo Methods in Finance, by Peter Jaeckel Monte Carlo Methods in Finance
by Peter Jaeckel 
Interest Rate Modelling: Financial Engineering, by Jessica James and Nick Webber Interest Rate Modelling: Financial Engineering
by Jessica James and Nick Webber 
Modelling Fixed Income Securities and Interest Rate Options, by Robert A. Jarrow Modelling Fixed Income Securities and Interest Rate Options
by Robert A. Jarrow 
Financial Derivatives, by Robert W. Kolb and James A. Overdahl Financial Derivatives - 3rd Edition
by Robert W. Kolb and James A. Overdahl 
Futures, Options, and Swaps, by Robert W. Kolb Futures, Options, and Swaps
by Robert W. Kolb 
Computational Finance, by George Levy Computational Finance - Numerical Methods for Pricing Financial Instruments
by George Levy 
Mathematical Methods For Foreign Exchange, by Alexander Lipton Mathematical Methods For Foreign Exchange - A Financial Engineer's Approach
by Alexander Lipton 
Modeling Derivatives in C++ (+CD), by Justin London Modeling Derivatives in C++ (+CD)
by Justin London 
Financial Engineering and Computation, by Yuh-Dauh Lyuu Financial Engineering and Computation - Principles, Mathematics, and Algorithms
by Yuh-Dauh Lyuu 
Financial Engineering, by John Marshall, Vipul Bansal, John Finnerty, and J. Michael Payte Financial Engineering - A Complete Guide to Financial Innovation
by John Marshall, Vipul Bansal, John Finnerty, and J. Michael Payte  
Applied Computational Economics and Finance, by Mario Mirande and Paul L. Fackler Applied Computational Economics and Finance
by Mario Mirande and Paul L. Fackler 
MIT Press
Risk Arbitrage, by Keith M. Moore Risk Arbitrage - An Investor's Guide
by Keith M. Moore 
Wiley
Applied Risk Analysis, by Johnathan Mun Applied Risk Analysis - Moving Beyond Uncertainty in Business
by Johnathan Mun 
John Wiley & Sons
Introduction to the Mathematics of Financial Derivatives, by Salih N. Neftci Introduction to the Mathematics of Financial Derivatives
by Salih N. Neftci 
Principles of Financial Engineering, by Salih Neftci Principles of Financial Engineering
by Salih Neftci 
Volatility in the Capital Markets, by Israel Nelken Volatility in the Capital Markets - State of the Art Techniques for Modeling, Managing and Trading Volatility
by Israel Nelken 
Introduction to Mathematical Finance, by Stanley R. Pliska Introduction to Mathematical Finance - Discrete Time Models
by Stanley R. Pliska 
Interest-Rate Option Models, by Riccardo Rebonato Interest-Rate Option Models - Understanding, Analysing and Using Models for Exotic Interest-Rate Options
by Riccardo Rebonato 
Financial Modeling Using Excel and VBA, by Chandan Sengupta Financial Modeling Using Excel and VBA
by Chandan Sengupta 
Wiley
Quantitative Analysis for Investment Management, by Robert A., Jr Taggart Quantitative Analysis for Investment Management
by Robert A., Jr Taggart 
Pearson Education POD
Pricing Financial Instruments, by Domingo Tavella and Curt Randall Pricing Financial Instruments - The Finite Difference Method
by Domingo Tavella and Curt Randall 
The Math Behind Wall Street, by Nicholas Teebagy, Amir Aczel The Math Behind Wall Street - How the Market Works and How to Make It Work for You
by Nicholas Teebagy, Amir Aczel 
Four Walls Eight Windows
Modeling Financial Markets: , by Benjamin Van Vliet, Robert Hendry Modeling Financial Markets: - Using Visual Basic.NET and Databases to Create Pricing, Trading...
by Benjamin Van Vliet, Robert Hendry 
McGraw-Hill
...and Risk Management Models
Derivatives: The Theory and Practice of Financial Engineering, by Paul Wilmott Derivatives: The Theory and Practice of Financial Engineering - Wiley Frontiers in Finance Series
by Paul Wilmott 
Paul Wilmott on Quantitative Finance, by Paul Wilmott Paul Wilmott on Quantitative Finance - 2 Volume Set
by Paul Wilmott