TECHTEAM SHUT THE WINDOWS OF THE PAST

Friday, September 19, 2008

Financial Mathematics and Game Theory

Probability and Stochastic Process Books

1. Applied Quantitative Finance ©2002 (W. Härdle,T. Kleinow, G. Stahl) 401 pages [PDF] [PDF]

2. Game Theory: A Nontechnical Introduction to the Analysis of Strategy ©2004 (Roger A. McCain) 391 pages

3. Games of No Chance ©1998 (Richard Nowakowski, editor) 549 pages

4. Price Theory: An Intermediate Text ©1990 (David D. Friedman) 640 pages

5. Structural Analysis of Discrete Data and Econometric Applications ©1981 (C. F. Manski, D. L. McFadden)

6. Stochastic Calculus and Finance ©1997 (Steven E. Shreve) 384 pages

7. Measure theory, Probability, Stochastic Calculus, General Theory of Processes, Financial Mathematics (Rich Bass)

8. Game Theory ©2007 (Thomas S. Ferguson)

9. Games, Fixed Points and Mathematical Economics ©2003-2004 (Christian-Oliver Ewald)

10. Discrete Time Finance ©2005 (Christian-Oliver Ewald)

11. Mathematical Finance Introduction to Continuous Time Financial Market Models ©2003 (Christian-Oliver Ewald)

12. Economic Applications of Game Theory (MIT Open Course)

13. Statistics Books

14. Essential Principles of Economics ©2007 (Roger A. McCain)

15. Determinacy in Infinite Games (Jindrich Zapletal)

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