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Investments |
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Zvi Bodie, Alex Kane, Alan J. Marcus |
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2006 |
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The 20th Century has been a period of revolutionary developments in
financial theory. Many introductory texts document the innovations of
Markowitz, Sharpe, Merton, Arrow, Black-Scholes and others.
Investments is the classic university text ...
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Encyclopedia of Finance |
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Cheng-Few Lee and Alice Lee |
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2006 |
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While it calls itself
an encyclopedia of finance, this weighty tome is more than that, and
less ... Read more |
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The Legacy of Fischer Black |
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Bruce N. Lehmann (ed.) |
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2004 |
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This edited
collection contains 12 papers in commemoration of Fischer Black. Eight of them
were presented at a 1996 conference in honor of Black. Three of the papers
survey Black's contributions to finance and economics. Together they provide a
better overview of Black's work than does the biography by Mehrling (2005)—but
that book explains his economic research in more depth and describes
Black's life biographically ...
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The Oxford Guide to
Financial Modeling |
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Thomas Ho and Sang Bin Lee |
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2004 |
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Professors Ho and
Lee are authors of the famous Ho and Lee interest rate model. Both have had long
and illustrative careers as academics and practitioners. As one might expect,
they have much to say about finance, and that is evident in the physical heft of
this book. Weighing 3.3 pounds, it is packed with information. Targeting
primarily a university audience, the book is positioned as an alternative to
Hull's (2002) aging classic ...
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Risk Analysis in Theory and Practice |
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This is a foundational
book. It explores the mathematical models of risk that underlie much of
economics and essentially all of finance. The classic debates are
presented—Knight's controversial distinction between risk and
uncertainty; subjective vs. objective interpretations of probability,
etc. Empirical tools ...
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Neoclassical Finance |
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Author Stephen Ross is
perhaps best known for developing the arbitrage pricing theory (APT). He
also co-discovered risk neutral valuation, which makes possible the
methodology of binomial tree pricing ...
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Introduction to Mathematical Finance
Discrete Time Models |
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This is an excellent intermediate-level finance book. It is designed to
serve as a textbook for advanced undergraduate and beginning graduate
students in finance who seek a rigorous yet accessible introduction to
the modern theory of securities markets ...
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Continuous-Time Finance |
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Robert Merton is one of the great economists of our time. He pioneered
the use of stochastic calculus in finance and economics, using it to
address problems of portfolio selection, option pricing, the capital
structure of firms and market equilibrium ...
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