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Basic Library List-Business Mathematics
Compiled by the MAA.
http://www.maa.org/BLL/busmath.htm
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Financial Calculus
By Martin Baxter and Andrew Rennie (CUP, 1996). Contents, preface, errata, supplementary text, reviews.
http://www.financialcalculus.co.uk/
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Spontaneous Scaling Emergence in Generic Stochastic Systems
The paper is in postscript format.
http://shum.cc.huji.ac.il/~sorin/my-papers.html
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Pricing and Hedging of Derivative Securities
By Lars Tyge Nielsen. A textbook in continuous-time finance theory, Oxford University Press, 1999. Preface, introduction, table of contents, index.
http://www.derivativesmath.com/
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Designs Patterns and Derivatives Pricing
By Mark Joshi (CUP, 2004). Code to accompnay the book.
http://www.markjoshi.com/design/
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Concepts and Practice of Mathematical Finance
By Mark Joshi (CUP, 2003). Table of contents, bibliography, errata, guest book, reviews.
http://www.markjoshi.com/concepts/
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