Skip to main content

MATH5330M
Module Reading List

Continuous Time Finance, 2019/20, Semester 2
Dr Miryana Grigorova
TBC
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

 Further Reading

 Damien Lamberton, Bernard Lapeyre, Introduction to stochastic calculus applied to finance ISBN: 9781420009941 (e-book), Second Edition, Chapman & Hall, Financial mathematics series, 2008

 Alison Etheridge, A course in Financial calculus ISBN: 0521890772 (pb); 0521813859,  Cambridge University Press 2002 (Fourth Printing 2006)

This list was last updated on 10/03/2019