Leeds University Library

MATH5330M
Module Reading List

Continuous Time Finance, 2017/18, Semester 2
Dr Jan Palczewski
J.Palczewski@leeds.ac.uk
Tutor information is taken from the Module Catalogue
  1. Martin Baxter, Andrew Rennie, Financial calculus : an introduction to derivative pricing, Cambridge University Press, 1996 (14th printing - 2006)
  2. Geon Ho Choe, Stochastic analysis for finance with simulations, Springer, 2016
  3. John C. Hull, Options, futures, and other derivatives, Ninth Edition, Pearson, 2015
  4. John C. Hull, Options, futures, and other derivatives, Eighth Edition, Pearson, 2012
  5. John C. Hull, Options, futures and other derivatives, Seventh Edition, Prentice Hall, 2009
  6. John C. Hull, Options, futures, and other derivatives, Sixth Edition, Prentice Hall, 2006
  7. John C. Hull, Options, futures, & other derivatives, Fifth Edition, Prentice Hall, 2003

This list was last updated on 08/11/2016