Financial Services

Companion software is available

An Introduction to Financial Option Valuation: Mathematics, Stochastics, and Computation
Higham
Cambridge University Press, 2004

An Introduction to Market Risk Measurement
Dowd
John Wiley & Sons, Inc., 2002

An Introduction to Stochastic Processes
Kao
Duxbury Press, 1997

Applied Computational Economics and Finance
Miranda / Fackler
The MIT Press, 2002

Bayesian Econometrics
Koop
John Wiley & Sons, Inc., 2003

Black-Scholes and Beyond: Options Pricing Models
Chriss
Irwin/McGraw Hill, 1997

Business Economics and Finance with MATLAB, GIS, and Simulation Models
Anderson
Chapman & Hall/CRC, 2005

Financial Modeling Under Non-Gaussian Distributions
Jondeau / Poon / Rockinger
Springer, 2007

Generalized Method of Moments: Advanced Texts in Econometrics
Hall
Oxford University Press, 2005

Mathematics for Business, Science, and Technology with MATLAB and Excel Computations, 3e
Karris
Orchard Publications, 2007

Modeling Derivatives Applications in MATLAB, C++, and Excel
London
FT Press, 2006

Neural Networks in Finance: Gaining Predictive Edge in the Market
McNelis
Elsevier Science, 2005

Pricing Derivative Securities: An Interactive Dynamic Environment with Maple V and MATLAB
Prisman
Academic Press, 2000

Risk and Asset Allocation
Meucci
Springer, 2005

Other Relevant Books

Tutorials and references on MATLAB and Simulink in multiple languages

Probability, multivariate statistics, stochastic processes, random processes, estimation theory, functional data analysis...

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