Financial Engineering: Intermediate Theory

<body topmargin="0" leftmargin="0" stylesrc="../_private/template_title.htm" bgcolor="#FFFFFF" link="#333366" vlink="#000000" alink="#000000"> <table border="0" cellspacing="0" width="100%" cellpadding="10" style="border-collapse: collapse" bordercolor="#111111" id="table47"> <tr> <td width="100%" bgcolor="#FFFFCC"> <p class="header_black">Financial Engineering: <span class="header_gold"> Intermediate Theory</span></td> </tr> </table> <div align="left"> <table border="0" cellspacing="4" style="border-collapse: collapse" bordercolor="#111111" width="100%" cellpadding="0" id="table48"> <tr> <td width="740" bgcolor="#FFFFFF"> <div align="center"> <table border="0" cellpadding="10" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="468" id="table49"> <tr> <td> <script type="text/javascript"></script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script> </td></tr> </table> <div align="center"> <div align="center"> <div align="center"> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table50"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap466"> <area href="../titles/dineen_sean_(2005).htm" shape="rect" coords="0, 0, 139, 199"> </map> <img border="0" src="../images/book_dineen_sean_(2005).gif" usemap="#FPMap466" width="140" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table51"> <tr> <td width="100%"> <p class="book_title">Probability Theory in Finance</td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table52"> <tr> <td width="100%" colspan="5"> <p class="book_details">Sean Dineen</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap2"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_5.gif" usemap="#FPMap2" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap3"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_4.gif" usemap="#FPMap3" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2006</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap467"> <area target="_self" href="../titles/dineen_sean_(2005).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap467" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/0821839519/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=0821839519"> <input type="hidden" name="asin.0821839519" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="../../../titles/src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body"><strong style="font-weight: 400">For budding financial engineers, this is an outstanding introduction to the mathematics that underlies derivatives pricing theory</strong> ... <a href="../titles/dineen_sean_(2005).htm">Read more</a></td> </tr> </table> </td> </tr> </table> </div> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table53"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap459"> <area href="../titles/back_kerry_(2005).htm" shape="rect" coords="0, 0, 132, 199"> </map> <img border="0" src="../images/book_back_kerry_(2005).gif" usemap="#FPMap459" width="133" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table54"> <tr> <td width="100%"> <p class="book_title">A Course in Derivative Securities</td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table55"> <tr> <td width="100%" colspan="5"> <p class="book_details">Kerry Back</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap460"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_5.gif" usemap="#FPMap460" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap461"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_4.gif" usemap="#FPMap461" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2005</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap462"> <area target="_self" href="../titles/back_kerry_(2005).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap462" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/3540253734/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=3540253734"> <input type="hidden" name="asin.3540253734" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="../../../titles/src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body" style="margin-bottom: 6"><strong style="font-weight: 400">Okay, there are numerous financial engineering textbooks on the market. A lot of them are excellent, and this one is too. How do you pick the right one for self study or for a course you may need to teach? My job is to help you answer that question, so what can I say about this book?</strong><p class="body" style="margin-top: 6"><strong style="font-weight: 400"> It is a practical introduction to the mathematics of financial engineering</strong> ... <a href="../titles/back_kerry_(2005).htm">Read more</a></td> </tr> </table> </td> </tr> </table> </div> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table56"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"><map name="FPMap4"> <area href="../titles/roman_steven_(2005).htm" shape="rect" coords="0, 0, 129, 199"> </map> <img border="0" src="../images/book_roman_steven_(2005).jpg" usemap="#FPMap4" width="130" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table57"> <tr> <td width="100%"> <p class="book_title">Introduction to the Mathematics of Finance</td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table58"> <tr> <td width="100%" colspan="5"> <p class="book_details">Steven Roman</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap358"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_5.gif" usemap="#FPMap358" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap359"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_4.gif" usemap="#FPMap359" width="90" height="16"></td> <td width="25" class="book_details_tags">2005</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap360"> <area target="_self" href="../titles/roman_steven_(2005).htm" shape="rect" coords="0, 0, 90, 25" ></map><img border="0" src="../images/pointer_review.gif" usemap="#FPMap360" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/0387213759/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=0387213759"> <input type="hidden" name="asin.0387213759" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="../../../titles/src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table></td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body"><strong style="font-weight: 400">Despite its title, this is an introductory financial engineering text. The author is a math professor who, with this book, makes financial engineering concepts accessible to readers with a strong background in basic calculus and probability theory but with little other background in math. In this respect, the book competes with the likes of Baxter and Rennie (<a href="../titles/baxter_and_rennie_(1996).htm">1996</a>), Chriss (<a href="../titles/chriss_n_(1997).htm">1997</a>), Neftci (<a href="../titles/neftci_s_(2000).htm">2000</a>) and .</strong>.. <a href="../titles/roman_steven_(2005).htm">Read more</a></td> </tr> </table></td> </tr> </table></div> </div> <div align="center"> <div align="center"> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table59"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap352"> <area href="../titles/benth_fred_(2004).htm" shape="rect" coords="0, 0, 131, 199"> </map> <img border="0" src="../images/book_benth_fred_(2004).gif" usemap="#FPMap352" width="132" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table60"> <tr> <td width="100%"> <p class="book_title"><span style="font-size: 13pt">Option Theory With Stochastic Analysis</span><br> <font size="3">An Introduction to Mathematical Finance</font></td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table61"> <tr> <td width="100%" colspan="5"> <p class="book_details">Fred E. Benth</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap353"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map><img border="0" src="../images/star_4.gif" usemap="#FPMap353" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap354"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map><img border="0" src="../images/tech_4.gif" usemap="#FPMap354" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2004</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap355"> <area target="_self" href="../titles/benth_fred_(2004).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap355" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/354040502X/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body"><strong style="font-weight: 400">Perhaps you have been reading one of those intuitive introductions to financial engineering like Baxter and Rennie (<a href="../titles/baxter_and_rennie_(1996).htm">1996</a>), Neftci (<a href="../titles/neftci_s_(2000).htm">2000</a>) or Joshi (<a href="../titles/joshi_m_2003.htm">2003</a>) and noticed their dearth of exercises. Such books are wonderful for communicating ideas, but they are too watered down to teach readers how to actually do anything with the mathematics</strong> ... <a href="../titles/benth_fred_(2004).htm">Read more</a></td> </tr> </table> </td> </tr> </table> <div align="center"> <div align="center"> <div align="center"> <div align="center"> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table62"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap463"> <area href="../titles/baz_and_chacko_(2004).htm" shape="rect" coords="0, 0, 131, 199"> </map> <img border="0" src="../images/book_baz_and_chacko_(2004).gif" usemap="#FPMap463" width="132" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table63"> <tr> <td width="100%"> <p class="book_title">Financial Derivatives<br> <font size="3">Pricing, Applications, and Mathematics</font></td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table64"> <tr> <td width="100%" colspan="5"> <p class="book_details">Jamil Baz and George Chacko</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap464"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_4.gif" usemap="#FPMap464" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap465"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_4.gif" usemap="#FPMap465" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2004</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap442"> <area target="_self" href="../titles/baz_and_chacko_(2004).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap442" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/052181510X/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=052181510X"> <input type="hidden" name="asin.052181510X" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="../../../titles/src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body"><strong style="font-weight: 400">Authors Baz and Chacko have written what they seem to think is an accessible introduction to financial engineering. The book has many merits, but I don't agree that accessibility is one of them. Claiming that readers need only basic familiarity with calculus, probability and statistics, the authors dive right in with stochastic calculus in the opening chapter</strong> ... <a href="../titles/baz_and_chacko_(2004).htm">Read more</a></td> </tr> </table> </td> </tr> </table> </div> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table65"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap445"> <area href="../titles/franke_hardle_hafner_(2004).htm" shape="rect" coords="0, 0, 131, 199"> </map> <img border="0" src="../images/book_franke_hardle_hafner_(2004).gif" usemap="#FPMap445" width="132" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table66"> <tr> <td width="100%"> <p class="book_title">Statistics of Financial Markets</td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table67"> <tr> <td width="100%" colspan="5"> <p class="book_details">J. Franke, W. Hardle and C. Hafner</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap446"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_3.gif" usemap="#FPMap446" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap447"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_4.gif" usemap="#FPMap447" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2004</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap448"> <area target="_self" href="../titles/franke_hardle_hafner_(2004).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap448" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/3540216758/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=3540216758"> <input type="hidden" name="asin.3540216758" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="../../../titles/src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body"><strong style="font-weight: 400">This book's title is misleading. It is not about statistics. It is about financial engineering, financial time series analysis and applications. It is derived from lecture notes of the three authors</strong> ... <a href="../titles/franke_hardle_hafner_(2004).htm">Read more</a></td> </tr> </table> </td> </tr> </table> </div> <div align="center"> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table68"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap449"> <area href="../titles/cvitanic_and_zapatero_(2004).htm" shape="rect" coords="0, 0, 155, 199"> </map> <img border="0" src="../images/book_cvitanic_and_zapatero_(2004).jpg" usemap="#FPMap449" width="156" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table69"> <tr> <td width="100%"> <p class="book_title"><span style="font-size: 13pt">Introduction to the Economics and Mathematics of Financial Markets </span></td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table70"> <tr> <td width="100%" colspan="5"> <p class="book_details">J. Cvitanic and F. Zapatero</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap450"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_4.gif" usemap="#FPMap450" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap451"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_4.gif" usemap="#FPMap451" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2004</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap452"> <area target="_self" href="../titles/cvitanic_and_zapatero_(2004).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap452" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/0262033208/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=0262033208"> <input type="hidden" name="asin.0262033208" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="../../../titles/src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body"><strong style="font-weight: 400">Targeting the university market, this is an introduction to financial engineering. In some respects, it competes with Hull's (<a href="../titles/hull_j_(2002).htm">2002</a>) classic, but there are significant differences between the two. Hull spends a lot of time with qualitative descriptions of derivatives markets. It is an introduction to both derivatives and financial engineering</strong> ... <a href="../titles/cvitanic_and_zapatero_(2004).htm">Read more</a></td> </tr> </table> </td> </tr> </table> </div> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table71"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap438"> <area href="../titles/joshi_m_2003.htm" shape="rect" coords="0, 0, 133, 199"> </map> <img border="0" src="../images/book_joshi_m_2003.jpg" usemap="#FPMap438" width="134" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table72"> <tr> <td width="100%"> <p class="book_title">The Concepts and Practice of Mathematical Finance</td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table73"> <tr> <td width="100%" colspan="5"> <p class="book_details">M. S. Joshi</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap439"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map><img border="0" src="../images/star_4.gif" usemap="#FPMap439" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap440"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map><img border="0" src="../images/tech_4.gif" usemap="#FPMap440" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2003</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap441"> <area target="_self" href="../titles/joshi_m_2003.htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap441" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/0521823552/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=0521823552"> <input type="hidden" name="asin.0521823552" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="../../../titles/src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body"><strong style="font-weight: 400">Introductory financial engineering is the most over-published topic in finance. Here's another one. In the tradition of Baxter and Rennie (<a href="../titles/baxter_and_rennie_(1996).htm">1996</a>) and Neftci (<a href="../titles/neftci_s_(2000).htm">2000</a>), Joshi delivers an intuitive introduction to some fairly sophisticated financial engineering. Like those other books, it targets readers who lack the background or inclination to learn stochastic calculus </strong>... <a href="../titles/joshi_m_2003.htm">Read more</a></td> </tr> </table> </td> </tr> </table> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table74"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap235"> <area href="../titles/lipton_a_(2003).htm" shape="rect" coords="0, 0, 140, 199"> </map> <img border="0" src="../images/book_lipton_a_(2003).jpg" usemap="#FPMap235" width="141" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table75"> <tr> <td width="100%"> <p class="book_title">Exotic Options<br> <font size="3">The Cutting-edge Collection</font></td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table76"> <tr> <td width="100%" colspan="5"> <p class="book_details">Alexander Lipton (Editor)</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap234"> <area target="_self" href="http://www.riskbook.com/main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_5.gif" usemap="#FPMap234" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap183"> <area target="_self" href="http://www.riskbook.com/main/ratings.htm" shape="rect" coords="0, 1, 89, 15"> </map><img border="0" src="../images/tech_4.gif" usemap="#FPMap183" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2003</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap436"> <area target="_self" href="../titles/lipton_a_(2003).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap436" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/1904339093/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=1904339093"> <input type="hidden" name="asin.1904339093" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body"><strong style="font-weight: 400">During the early 1990s, <i>Risk Magazine</i> was THE place to publish practitioner-oriented research on derivatives pricing. Many classic papers appeared between its covers. Today, other publications attract much of this research, but <i>RISK</i> continues to play an important role—as evidenced by this edited collection of 42 research papers published in <i>Risk</i> between 1999 and 2003</strong> ... <a href="../titles/lipton_a_(2003).htm">Read more</a></td> </tr> </table> </td> </tr> </table> </div> <div align="center"> <div align="center"> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table77"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap128"> <area href="../titles/seydel_r_(2002).htm" shape="rect" coords="0, 0, 131, 199"> </map> <img border="0" src="../images/book_seydel_r_(2002).gif" usemap="#FPMap128" width="132" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table78"> <tr> <td width="100%"> <p class="book_title">Tools For Computational Finance</td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table79"> <tr> <td width="100%" colspan="5"> <p class="book_details">R<font face="Verdana">ü</font>diger Seydel</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap126"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map><img border="0" src="../images/star_5.gif" usemap="#FPMap126" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap127"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map><img border="0" src="../images/tech_4.gif" usemap="#FPMap127" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2002</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap435"> <area target="_self" href="../titles/seydel_r_(2002).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap435" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/3540279237/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=3540279237"> <input type="hidden" name="asin.3540279237" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p align="left" class="body"><strong style="font-weight: 400">In an increasingly crowded field of financial engineering titles, Seydel's <i>Tools for Computational Finance</i> stands out as filling an unmet need. It is an intermediate level text with an extremely practical focus. </strong>Read this book immediately after you have read Baxter and Rennie (<a href="../titles/baxter_and_rennie_(1996).htm">1996</a>) or Neftci (<a href="../titles/neftci_s_(2000).htm">2000</a>) ... <a href="../titles/seydel_r_(2002).htm">Read more</a></p> </td> </tr> </table> </td> </tr> </table> </div> <div align="center"> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table80"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap327"> <area href="../titles/neftci_s_(2000).htm" shape="rect" coords="0, 0, 128, 199"> </map> <img border="0" src="../images/book_neftci.gif" usemap="#FPMap327" width="129" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table81"> <tr> <td width="100%"> <p class="book_title">Introduction to the Mathematics of Financial Derivatives</td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table82"> <tr> <td width="100%" colspan="5"> <p class="book_details">Salih N. Neftci</td> </tr> <tr> <td width="50" class="book_details_tags"> <img border="0" src="../images/star_4.gif" width="90" height="16"></td> <td width="25" class="book_details_tags"> <img border="0" src="../images/tech_4.gif" usemap="#FPMap194" width="90" height="16"><map name="FPMap194"><area target="_self" href="http://www.riskbook.com/main/ratings.htm" shape="rect" coords="0, 0, 89, 15"></map></td> <td width="25" class="book_details_tags"> 2000</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap328"> <area target="_self" href="../titles/neftci_s_(2000).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap328" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/0125153929/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=0125153929"> <input type="hidden" name="asin.0125153929" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body">For many people, it is difficult to transition from basic texts on financial engineering, such as Chriss (<a href="../titles/chriss_n_(1997).htm">1997</a>) or Hull (<a href="../titles/hull_j_(2002).htm">2005</a>), to more advanced treatments that employ stochastic calculus. Neftci is a popular, intuitive text that can ease that transition ... <a href="../titles/neftci_s_(2000).htm">Read more</a></td> </tr> </table> </td> </tr> </table> </div> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table83"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap7"> <area href="../titles/briys_et_al_(1998).htm" shape="rect" coords="0, 0, 147, 199"> </map> <img border="0" src="../images/book_briys_et_al_(1998).gif" usemap="#FPMap7" width="148" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table84"> <tr> <td width="100%"> <p class="book_title">Options, Futures, and Exotic Derivatives</td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table85"> <tr> <td width="100%" colspan="5"> <p class="book_details">E. Briys, M. Bellalah, H. M.C Mai, F. De Varenne</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap5"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_5.gif" usemap="#FPMap5" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap6"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_4.gif" usemap="#FPMap6" width="90" height="16"></td> <td width="25" class="book_details_tags"> 1998</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap356"> <area target="_self" href="../titles/briys_et_al_(1998).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap356" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/0471969087/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=0471969087"> <input type="hidden" name="asin.0471969087" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="../../../titles/src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body"><strong style="font-weight: 400">This is an interesting book that describes the state-of-the-art of financial engineering during the mid-1990s. At that point, researchers had discovered closed-form solutions for the prices of most standard exotic derivatives. They were starting to favor the "stochastic calculus" approach to derivatives pricing over the "differential equations" approach In years to come</strong> ... <a href="../titles/briys_et_al_(1998).htm">Read more</a></td> </tr> </table> </td> </tr> </table> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table86"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap427"> <area href="../titles/wilmott_et_al_(1997).htm" shape="rect" coords="0, 0, 131, 199"> </map> <img border="0" src="../images/book_wilmott_et_al_(2000).gif" usemap="#FPMap427" width="132" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table87"> <tr> <td width="100%"> <p class="book_title">Option Pricing<br> <span class="book_title_sub">Mathematical Models and Computations</span></td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table88"> <tr> <td width="100%" colspan="5"> <p class="book_details">P. Wilmott, J. Dewynne and S. Howison</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap428"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"></map> <img border="0" src="../images/star_6.gif" usemap="#FPMap428" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap429"> <area href="../main/ratings.htm" shape="rect" coords="0, 1, 89, 15"> </map><img border="0" src="../images/tech_4.gif" usemap="#FPMap429" width="90" height="16"></td> <td width="25" class="book_details_tags"> 1997</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap430"> <area target="_self" href="../titles/wilmott_et_al_(1997).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap430" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/0952208202/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=0952208202"> <input type="hidden" name="asin.0952208202" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body">When it was first published in 1997, this book caused quite a stir in financial engineering circles. To this day, it remains the definitive text on the "differential equations approach" to pricing derivatives. Four chapters teach what you need to know about ... <a href="../titles/wilmott_et_al_(1997).htm">Read more</a></td> </tr> </table> </td> </tr> </table> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table89"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap329"> <area href="../titles/baxter_and_rennie_(1996).htm" shape="rect" coords="0, 0, 132, 199"> </map> <img border="0" src="../images/book_baxter_and_rennie_(1996).gif" usemap="#FPMap329" width="133" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table90"> <tr> <td width="100%"> <p class="book_title">Financial Calculus<br> <span class="book_title_sub">An Introduction to Derivative Pricing</span></td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table91"> <tr> <td width="100%" colspan="5"> <p class="book_details">Martin Baxter and Andrew Rennie</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap330"> <area href="../main/ratings.htm" shape="rect" coords="1, 2, 89, 15"></map> <img border="0" src="../images/star_4.gif" usemap="#FPMap330" width="90" height="16"></td> <td width="25" class="book_details_tags"> <img border="0" src="../images/tech_4.gif" usemap="#FPMap343" width="90" height="16"><map name="FPMap343"><area target="_self" href="http://www.riskbook.com/main/ratings.htm" shape="rect" coords="0, 0, 89, 15"></map></td> <td width="25" class="book_details_tags"> 1996</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap332"> <area target="_self" href="../titles/baxter_and_rennie_(1996).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap332" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/0521552893/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=0521552893"> <input type="hidden" name="asin.0521552893" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body">This is an excellent book for anyone who want an intuitive understanding of the use of stochastic calculus in financial engineering. Ito calculus, martingales and Brownian motion all come to life without the formality of measure theory or the technical mathematics required by more formal texts. If you have heard of ... <a href="../titles/baxter_and_rennie_(1996).htm">Read more</a></td> </tr> </table> </td> </tr> </table> <table border="0" cellpadding="10" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="468" id="table92"> <tr> <td> <script type="text/javascript"></script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script> </td></tr> </table> </div> </div> </div> </div> </td> <td bgcolor="#FFFFFF">  </td> </tr> </table> </div> <div align="center"> <center> <table border="0" cellpadding="10" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table93"> <tr> <td width="50%" bgcolor="#FFFFCC" align="center"> <script type="text/javascript"></script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script> </td><td width="50%" bgcolor="#CCCCFF" align="center"> <div align="center"> <center> <table border="0" cellpadding="0" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" id="table94"> <tr> <td> <p class="body" style="margin-bottom: 6; margin-left:5; margin-top:5"><b> <font color="#333366" size="3">For related books, also see sections:</font></b></p> <p class="bullet_line_space" style="margin-left: 5"> <img border="0" src="../images/bullet.gif" width="20" height="10"><a target="_top" href="../link_topic/financial_engineering_intermediate.htm">Financial Engineering - Intermediate Theory</a></p> <p class="bullet_line_space" style="margin-left: 5"> <img border="0" src="../images/bullet.gif" width="20" height="10"><a target="_top" href="../link_topic/financial_engineering_theory.htm">Financial Engineering - Advanced Theory</a></p> <p class="bullet_line_space" style="margin-left: 5"> <img border="0" src="../images/bullet.gif" width="20" height="10"><a target="_top" href="../link_topic/financial_engineering_numerical_methods.htm">Financial Engineering - Numerical Methods</a></p> <p class="bullet_line_space" style="margin-left: 5"> <img border="0" src="../images/bullet.gif" width="20" height="10"><a target="_top" href="../link_topic/finance_general.htm">Finance - General</a></p> <p class="bullet_line_space" style="margin-left: 5"> <img border="0" src="../images/bullet.gif" width="20" height="10"><a target="_top" href="../link_topic/other_functions_trading.htm">Other Functions - Trading</a></p> <p class="bullet_line_space" style="margin-left: 5"> <img border="0" src="../images/bullet.gif" width="20" height="10"><a target="_top" href="../link_topic/markets_industries_derivatives.htm">Markets - Derivatives</a></p> </td> </tr> </table> </center> </div> </td> </tr> </table> <table border="0" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" cellpadding="10" bgcolor="#FFFFCC" id="table95"> <tr> <td width="100%">  <table border="0" style="border-collapse: collapse" width="100%" cellpadding="0" id="table1" bgcolor="#FFFFFF"> <tr> <td colspan="2" height="12"> <p style="margin-top: 0"> </td> </tr> <tr> <td align="right"> <p align="left" style="margin-bottom: 2px"> <a target="_top" href="http://www.riskexpertise.com/link/advertising.htm"> <font size="1" color="#000000" face="Arial">Ads by Contingency Analysis.</font></a></td> <td align="left"> <p align="right" style="margin-bottom: 2px"> <a target="_top" href="http://www.riskexpertise.com/link/advertising.htm"> <font size="1" color="#000000" face="Arial">Advertise on this site.</font></a></td> </tr> <tr> <td align="center" colspan="2">  <iframe src="http://servedbyadbutler.com/adserve/;ID=147917;size=300x250;setID=93136;type=iframe" allowtransparency="true" background-color="transparent" style="margin: 0px; padding: 0px; border-width: 0px" width="300" height="250" frameborder="0" marginwidth="0" marginheight="0" scrolling="no"> <![if lt IE 4]> <script src="http://servedbyadbutler.com/adserve/;ID=147917;size=300x250;setID=93136;type=js" type="text/javascript"> </script> <noscript> <a href="http://servedbyadbutler.com/go2/;ID=147917;size=300x250;setID=93136"> <img src="http://servedbyadbutler.com/adserve/;ID=147917;size=300x250;setID=93136;type=img" border="0" height="250" width="300" alt=""></a> </noscript><![endif]> </iframe>   </td> </tr> </table> <p align="center" style="margin-top: 20"> <map name="FPMap0_I1"> <area href="http://www.riskbook.com" shape="rect" coords="0, 0, 184, 29" target="_top"></map> <img border="0" src="../images/open_book_riskbook.gif" usemap="#FPMap0_I1" width="185" height="30"></p> <p class="a" align="center"><font face="Arial" size="2"><a href="../main/disclaimer.htm">disclaimer</a></font></p> <p class="a" align="center"><span class="verdana10">website:</span> <a target="_top" href="http://www.contingencyanalysis.com"> <font size="2" face="Arial">http://www.contingencyanalysis.com</font></a><br> <span class="verdana10">books direct link:</span> <a target="_top" href="http://www.riskbook.com"><font size="2" face="Arial">http://www.riskbook.com</font></a><br> copyright <font face="Times New Roman">©</font> Contingency Analysis, 1996 - current</p> <p class="a" align="center"><map name="FPMap1_I1"> <area target="_top" href="http://www.contingencyanalysis.com" shape="rect" coords="0, 0, 240, 88"> </map><img border="0" src="../images/logo_book_white.gif" usemap="#FPMap1_I1" width="241" height="89"></p> </td> </tr> </table> </center> </div> </body>