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• Science: Math: Applications: Publications  (40)
• Science: Math: Publications  (499)

Basic Library List-Business Mathematics Compiled by the MAA. http://www.maa.org/BLL/busmath.htm

Concepts and Practice of Mathematical Finance By Mark Joshi (CUP, 2003). Table of contents, bibliography, errata, guest book, reviews. http://www.markjoshi.com/concepts/

Designs Patterns and Derivatives Pricing By Mark Joshi (CUP, 2004). Code to accompnay the book. http://www.markjoshi.com/design/

Financial Calculus By Martin Baxter and Andrew Rennie (CUP, 1996). Contents, preface, errata, supplementary text, reviews. http://www.financialcalculus.co.uk/

Pricing and Hedging of Derivative Securities By Lars Tyge Nielsen. A textbook in continuous-time finance theory, Oxford University Press, 1999. Preface, introduction, table of contents, index. http://www.derivativesmath.com/

Spontaneous Scaling Emergence in Generic Stochastic Systems The paper is in postscript format. http://shum.cc.huji.ac.il/~sorin/my-papers.html