Need recommend on Financial Engineering Book

vantan · June 29th, 2005, 6:44 am

Hi guys,Can you guys recommend me which book is good for the beginner of Financial Engineering. I already got Nefcti's book but want more books to study further.Also, can you advise me which topics in mathematics that I should focus on if I'm interested in Fin Engineering and which books should I have.Thanks.Beginnervantan

ppauper · June 29th, 2005, 12:35 pm

the obvious answer is to get one of the books by our intrepid leader professa' paul wilmott,available at the bookstore on this site or at fine bookstores everywhere

WilmottBookshop · June 29th, 2005, 12:43 pm

You can find a complete list of books by Paul Wilmott in the Wilmott Bookshop.

henny · June 29th, 2005, 6:48 pm

Baxter & Rennie's Financial Calculus and Shimko's book (sorry can't remember the title) Edit: Found it. D. C. Shimko, "Finance in Continuous Time: A Primer", Kolb Publishing 1992

WilmottBookshop · June 30th, 2005, 7:37 am

- Financial Calculus by Baxter and Rennie is available from the Wilmott Bookshop.- Finance in Continuous Time by Shimko is now out of print.

adas · July 4th, 2005, 6:24 am

Let us not forget, the concepts and practice of mathematical finance, by mark joshi.Also Hull - I believe the 6th edition of Options, Futures and other derivatives is available now.

WilmottBookshop · July 4th, 2005, 7:12 am

- The Concepts and Practice of Mathematical Finance by Mark Joshi- Options, Futures and Other Derivatives (6th Ed) by John C. Hull is due for publication in the middle of July and can be pre-ordered from the Wilmott Bookshop.

gobbledygook · July 7th, 2005, 6:07 am

Options Theory by Peter James. For newbie it teach you lots of thing from first principle, for experienced you 'll be pleased the way he used math for finance...

WilmottBookshop · July 7th, 2005, 7:33 am

Option Theory by Peter James is available from the Wilmott Bookshop.