wilmott.com

Possibly should be in the books forum....I'm giving Mathematica a try out of curiosity. I'm currently feeling my way around it and am suitably impressed. My experience is mainly with Matlab and R, so I am looking for a good reference that may help me with making the most of Mathematica. Are there any generally recommended tomes for Mathematica (doesn't have to be finance related), such as something like the 'Computational Statistics Handbook' for Matlab, or 'Modern Applied Statistics With S-Plus' for R?

For a general introduction there is "The Mathematica Book" that is included completely in both the program's help and the online documentation. I recommend reading it sequentially. I don't really know a better resource. Most books I've seen are dumbed down versions of this. There are also the more advanced Mathematica Guidebooks (http://store.wolfram.com/catalog/books/prog.html), but they vaguely remind me of the yellow pages and I found myself falling asleep whenever I tried reading them.For statistics there are a few listed at http://store.wolfram.com/catalog/books/stat.html , but you will have to ask someone else for recommendations.

I quite like An Introduction to Programming with Mathematica the first few chapters are non-programming related and introduce the language well.

I've been using Mathematica for 4 years now, and I liked Mathematica Navigator (by Heikki Ruskeepaa) at the beginning, it has some good examples. The 2nd edition is good for Mathematica 5, but I think you'll have to wait a bit to get a good book that covers version 6.An old but good book is "Programming in Mathematica" (by Roman Maeder).For Finance, although there are some good finance books that use Mathematica ( like "Option Valuation Under Stochastic Volatility: With Mathematica Code" by Alan Lewis, "Pricing and Managing Exotic and Hybrid Options", by Vineer Bhansali; I have also "Computational Financial Mathematics using Mathematica", by Srdjan Stojanovic), the book to learn about Mathematica and Finance is still "Modeling Financial Derivatives With Mathematica " (by William T. Shaw), although some of the Mathematica innards involved may have changed.For statistics, I have "Mathematical Statistics with MATHEMATICA", by Colin Rose and Murray D. Smith, and a couple of others.

To the ones listed above, I would add "Computer Science with Mathematica: Theory and Practice for Science, Mathematics, and Engineering" by Roman E. Maeder. It's a bit different, as it discusses Mathematica from a CS point of view -- to see what I mean, look at the TOC and/or preview the contents on Google Books/Amazon. Comes in handy when you want to look up a particular algorithm's implementation done in the Mathematica way. The section on OOP with Mathematica is also pretty good.Official website: http://www.mathconsult.ch/showroom/pubs/CSM/TOC: http://www.mathconsult.ch/showroom/pubs ... htmlGoogle Books (w/ Preview): http://books.google.com/books?isbn=0521663954