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Module Reading List

Financial Mathematics 1, 2019/20, Semester 2
Dr Tiziano De Angelis
Tutor information is taken from the Module Catalogue

1. Samuel A. Broverman, Mathematics of investment and credit, 4th ed., ACTEX Publications, 2008. ISBN 978-1-56698-657-1. 
2. Institute and Faculty of Actuaries, Subject CT1 - Financial Mathematics 2018 Syllabus.
Available online: click here 
3. Stephen G. Kellison, The theory of interest, 3rd ed., McGraw-Hill, 2009. ISBN 978-007-127627-6.
4. John McCutcheon and William F. Scott, An introduction to the mathematics of finance, Elsevier Butterworth-Heinemann, 1986. ISBN 0-7506-0092-6.  
5. Petr Zima and Robert L. Brown, Schaum's outline of theory and problems of mathematics of finance, 2nd ed., Schaum's Outline Series, McGraw-Hill, 1996. ISBN 0-07-008203. 

This list was last updated on 02/01/2019