Libri di Finanza Quantitativa

Dettagli

- "Understanding probability", by Tjims, second edition
- "Time Series with Mixed Spectra" by Ta-Hsin Li
- "Volatility Trading" by Euan Sinclair, 1st ed
- "Particelle e Interazioni Fondamentali", Braibant-Giacomelli-Spurio, 1st edition
- Nonlinear Partial Differential Equations, by Lokenath Debnath, (2nd edition)
- Partial Differential Equations I, II and III, Taylor (1st edition)
- Postmodern Analysis, Jost (2nd edition)
- Laws of Small Numbers: Extremes and Rare Events, Falk, Husler and Reiss (2nd revised edition)
- Linear Functional Analysis, Rynne and Youngson (1st edition)
- Arbitrage Theory in Continuous Time, Bjork (2nd edition)
- Path Integrals, Kleinert (1st and 4th edition)
- Credit Risk Modeling using Excel and VBA, Loffler and Posch (1st edition)
- Malliavin Calculus for Levy Processes, Di Nunno, Oksendal and Proske (1st edition)
- Introduction to Stochastic Calculus with Application, Klebaner (2nd edition)
- Stochastic Integration and Differential Equations, Protter (2nd edition)
- Brownian Motion and Stochastic Calculus, Karatzas and Shreve (2nd edition)
- Handbook of Stochastic Methods, Gardiner (2nd and 3rd edition)
- Applied Stochastic Control of Jump Diffusions, Oksendal and Sulem (1st edition)
- The NonLinear Workbook, Steeb (1st edition)
- Partial Differential Equations, Zauderer (2nd edition)
- The Malliavin Calculus and Related Topics, Nualart (1st edition)
- Controlled Markov Processes and Viscosity Solution, Fleming and Soner (1st edition)
- Green's Functions and Boundary Value Problems, Stakgold (2nd edition)
- The Transforms and Applications Handbook, Poularikas (2nd edition)
- Handbook of Nonlinear Partial Differential Equations, Polyanin and Zaitsev (1st edition)
- A Primer for the Mathematics of Financial Engineering, Stefanica (1st edition)
- The Complete Guide to Option Pricing Formulas, Haug (1st edition)
- Frequently Asked Questions in Quantitative Finance, Wilmott (1st edition)
- Tools for Computational Finance, Seydel (1st and 4th edition)
- Numerical Recipes in C++ (2nd edition)
- Interest Rate Models, Brigo and Mercurio (1st edition)
- Modellistica Numerica per Problemi Differenziali, Quarteroni (2nd edition)
- Instability, Chaos and Turbulence, Manneville (1st edition)
- Partial Differential Equations, Sauvigny, vol 1 and 2 (1st edition)