Required textbooks for Fall 2006 courses

Don't forget the following sites:

www.half.com
www.abebooks.com

Since you have time, see if you may buy these books from overseas.

==========================


If you are severely limited on funds, and need to help to prioritize, then this list may be helpful


MOST IMPORTANT
------------------------
1) Steven Shreve; for Probability and Stochastics; there's going to be alot of assigned homework problems from the textbooks)

2) Implementing Financial Models - Cherlow; it makes your life alot easier because it has lots of pseudo-code

3) John Hull - this is the Bible of financial engineering



Jimmy
 
Required Books for 9849, 9871, 9873

In preparing my lectures for credit risk, it would help to know what the required books are for the 2nd year courses. Specifically, can someone tell me what books will be used in the Fall for

MATH 9849 Deal Theory and Structured Analysis
MATH 9871 Advanced Computational Methods in Finance
MATH 9873 Interest Rate Models and Interest Rate Derivatives

Thanks
-Greg
 
Greg,


This is what I heard from previous years:


Interest Rates:
The teacher uses handouts.

Advanced Computational:
Principles of Financial Engineering (Academic Press Advanced Finance) (Hardcover)
by Salih N. Neftci



Jimmy
 
I believe Doug Howard is teaching the interest rate derivatives class. I'm registered for it, but no word yet on any textbook.

Ben
 
Are all of these books confirmed?

Are all of the books that Max has listed for the Fall classes confirmed? I would like to purchase them this week.
 
Re: Are all of these books confirmed?

frankm1342 said:
Are all of the books that Max has listed for the Fall classes confirmed? I would like to purchase them this week.

I purchased all of them too :) Except Neftci's book. Cannot find a good deal on it so if I need it, I might get it from Barns and Noble.

The list of books was provided by Dan Stefanica, therefore it is confirmed.
 
Andy, same question as Frank asked before, is there place we can get it cheaper than listed prices on Amazon for brand new ones?

Alain, just where about did you get your cheap <principal of financial engineering> ?

Cheers
 
There is no single website where I bought my books. You have to spend some time if you really want to save money.
Knowing the ISBN number of a book, you should put it into amazon, bn, ebay, froogle, abebooks, bookfinder4u, craigslist
I bought half of my books on ebay after watching the deals going for a week, the rest is from amazon (never BN).
Interesting, I search on craigslist and found there is a seller in NC selling Numerical Linear Algebra for $20 while the cheapest online is $40. I emailed the seller and has it mailed to me for $25 shipped.
The point is you have to spend some time researching. If you don't care about cost, just go to Barnes and Noble and buy all of them.
I do not care if my books are brand new or not as long as they are in acceptable condition. International version and hardcover version make no difference to me.
 
Required Books for 9815

9815 is also requiring
"C++ Design Patterns and Derivatives Pricing" by Mark Joshi (Cambridge University Press) ISBN=0521832357

"Why Programs Fail: A Guide to Systematic Debugging" by Andreas Zeller Morgan Kaufmann) ISBN = 1558608664
 
hmmm... noticed something interesting, take a look at this book's Amazon's 'Customers who bought ...' section and the list of books, does it look familiar???

C++ Programming: With Design Patterns Revealed
http://www.amazon.com/gp/product/02...7805-1549564?_encoding=UTF8&v=glance&n=283155

Customers who bought this item also bought

Linear Algebra with Applications by Steven J. Leon
Implementing Derivative Models (Wiley Series in Financial Engineering) by Les Clewlow
Numerical Linear Algebra by Lloyd N. Trefethen
Principles of Financial Engineering (Academic Press Advanced Finance) by Salih N. Neftci
C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) by Mark S. Joshi
 
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