| 選 | 書籍名 | 著者 | 出版社 | 出版日 | 価格 |
| コメント |
| Students Solutions Manual for Options, Futures, and Other Derivatives, Sixth Edition (Paperback)または、
Options, Futures and Other Derivatives: Student Solutions Manual | John C. Hull | Prentice Hall | 2005-08-11 | US$41.60 |
| Hullテキストの学生向け廉価版(内容も削っているらしい) |
| Options, Futures and Other Derivatives (6th Edition) | John C. Hull | Prentice Hall | 2005-06-10 | US$162.40 |
| 有名なテキスト、日本語翻訳は第５版まであり |
| Quantum Finance : Path Integrals and Hamiltonians for Options and Interest Rates | Belal E. Baaquie | Cambridge Univ Pr. | 2004-10 | US$70.00 |
| 量子ファイナンスの初の解説書、大学院レベル |
| Levy Processes and Stochastic Calculus | David Applebaum | Cambridge Univ Pr. | 2004-07 | US$75.00 |
Levy過程について入門からオプション評価への応用まで
|
| An Introduction to Financial Option Valuation : Mathematics, Stochastics and Computation | Desmond Higham | Cambridge Univ Pr. | 2004/03 | US$90.00(HRD)
US$45.00(PAP) |
| 大学生レベル |
| The Concepts and Practice of Mathematical Finance | Mark S. Joshi | Cambridge Univ Pr. | 2004-01 | US$55.00 |
|
| Financial Derivatives : Pricing, Applications, and Mathematics | Jamil Baz/George Chacko | Cambridge Univ Pr. | 2004-01 | US$42.99 |
|
| Credit Derivatives Pricing Models : Model, Pricing and Implementation | Philipp J. Schonbucher | John Wiley & Sons | 2003-06 |
|
| 翻訳あり |
| Levy Processes in Finance : Pricing Financial Derivatives | Wim Schoutens | John Wiley & Sons | 2003-05 | US$125.00 |
|
| An Elementary Introduction to Mathematical Finance : Options and Other Topics | Sheldon M. Ross | Cambridge Univ Pr. | 2002-10 | US$40.00 |
|
| A Course in Financial Calculus | Alison Etheridge | Cambridge Univ Pr. | 2002-09 | US$95.00(HRD)/US$37.99(PAP) |
|
| 選 | Fundamentals of Futures and Options Markets (5th Edition) | John C. Hull | Prentice Hall | 2001-07-01 | US$136.00 |
|
| Derivatives in Financial Markets with Stochastic Volatility | Jean-Pierre Fouque/George Papanicolaou/K. Ronnie Sircar | Cambridge Univ Pr. | 2000-09 | US$125.00 |
| 大学院レベル |
| Mathematical Models of Financial Derivatives | Yue-Kuen Kwok | Springer Verlag | 1998-12 |
|
|
| Implementing Derivatives Models | Les Clewlow/Chris Strickland | John Wiley & Son | 1998-06 |
|
| 正誤表 |
| Financial Calculus : An Introduction to Derivative Pricing | Martin W. Baxter/Andrew J. O. Rennie | Cambridge Univ Pr. | 1996-09 | US$60.00 |
|
| Interest Rate Dynamics, Derivatives Pricing, and Risk Management | Chen Lin | Springer Verlag | 1996-06 | US$56.95 |
|
| Over the Rainbow | Edited by Robert A. Jarrow | Risk Books | 1996-01 |
|
| 1992〜1995年のRISK誌から52編のオプション・スワップ関連の論文を収録 |
| 選 | 書籍名 | 著者 | 出版社 | 出版日 | 価格 |
| コメント |
| Advanced Derivatives Pricing and Risk Management with Hands-on Programming Applications | Claudio Albanese/Guiseppe Campolieti | Academic Pr. | 2005-09(出版予定) | US$84.95 |
|
| ○ | Modeling Derivatives in C++ | Justin London | John Wiley & Sons Inc | 2004-11-30 | US$95.00 |
|
| C++ Design Patterns and Derivatives Pricing | Mark S. Joshi | Cambridge Univ Pr. | 2004-09 | US$55.00 |
|
| Monte Carlo Methods in Financial Engineering | Paul Glasserman | Springer | 2003-08-07 | US$69.95 |
| モンテカルロ法を説明している本では良く売れているようです |
| Monte Carlo Methods in Finance | Peter Jaeckel | John Wiley & Sons | 2002-04-11 |
|
|
| Quantitative Methods in Derivatives Pricing : An Introduction to Computational Finance | Domingo Tavella | John Wiley & Sons | 2002-04 | US$85.00 |
|
| Pricing Financial Instruments: the Finite Difference Method | Domingo Tavella, Curt Randall | John Wiley & Sons | 2000-04-15 |
|
|
| ○ | The Complete Guide To Option Pricing Formulas | Espen Gaarder Haug | Mcgraw-Hill | 1997-09-01 | US$60.00 |
|
| Estimating security price derivatives using simulation | Mark Nathan Broadie | Columbia Business School | 1993-01-01 |
|
|
| Numerical Techniques in Finance | Simon Benninga | MIT Pr. | 1989-07-06 |
|
|
| 選 | 書籍名 | 著者 | 出版社 | 出版日 | 価格 |
| コメント |
| Stochastic Calculus for Finance II: Continuous-Time Models | Steven E. Shreve | Springer Verlag | 2004-06-30 | US$69.95 |
|
| Copula Methods in Finance | Steven E. Shreve | John Wiley & Sons Inc | 2004-06-01 | US$130.00 |
|
| Stochastic Calculus for Finance I: The Binomial Asset Pricing Model | Steven E. Shreve | Springer Verlag | 2003-12-02 | US$49.95 |
|
| Levy Processes : Theory and Applications | Barndorff-Nielsen, Ole E. (EDT) /Mikosch, Thomas (EDT) /Resnick, Sidne | Birkhauser | 2001-04 | US$89.95 |
| Levy過程の理論・応用の解説、ファイナンスへの応用の章あり |
| ○ | An Introduction to Copulas | Roger B. Nelsen | Springer-Verlag | 1999-06 | US$69.95 |
| コピュラのほぼ唯一の入門書ですね |
