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Financial Calculushttp://www.financialcalculus.co.uk/ By Martin Baxter and Andrew Rennie (CUP, 1996). Contents, preface, errata, supplementary text, reviews.
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Pricing and Hedging of Derivative Securitieshttp://www.derivativesmath.com/ By Lars Tyge Nielsen. A textbook in continuous-time finance theory, Oxford University Press, 1999. Preface, introduction, table of contents, index.
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Quantitative Finance(IOP) Publishes articles that reflect the increasing use of quantitative methods in finance and the growth in practical applications of financial engineering - such as asset creation, pricing and risk management. It also covers new developments such as agent-based modelling and evolutionary game theory. Contents of all volumes. Full text to institutional subscribers.
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