1. Financial Engineering
| 1."Financial Engineering" by Marshall
“Financial Engineering” Book Review: This book delves into the field of financial engineering, exploring its growth, products, conceptual tools, instruments, strategies, processes, and future prospects. It provides a comprehensive overview, beginning with the fundamentals of financial engineering and progressing to the complex processes involved in creating new financial instruments. The book establishes both theoretical and practical frameworks to help readers understand this field.
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| 2."Financial Engineering for Low-Income Households" by Bindu Ananth
“Financial Engineering for Low-Income Households Book Review: This book is a compilation of articles that explores the use of financial engineering to design financial services for low-income households. Financial engineering is a versatile field that employs technical methods from finance, mathematics, and economics. The manual discusses the multiple risk-reward trade-offs faced by low-income households and demonstrates how financial engineering principles can be applied to comprehend financial and non-financial assets, such as human capital, insurance, annuities, and loans. The book contains numerous illustrations, caselets, and exercises to enhance understanding and aid in the development of relative concepts.
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| 3."Principles of Financial Engineering" by Neftki
“Principles of Financial Engineering” Book Review: The book provides an in-depth exploration of financial engineering, derivative instruments, and their application to derivative pricing and financial mathematics. It comprises five chapters on structured products and credit derivatives, as well as an expanded set of questions and exercises. This book is an excellent reference for financial engineering professionals and academics, offering practical solutions for risk management, taxation, regulation, and pricing. Its focus on structured products engineering equips readers with the tools to create financial assets in both static and dynamic environments.
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| 4."Project Financing: Asset-Based Financial Engineering" by John D Finnerty
“Project Financing: Asset-Based Financial Engineering” Book Review: The aim of this book is to provide updated information on the financial environment, using contemporary case studies and examples. It explains various techniques for project financing such as preparing a financial plan, risk assessment, designing the financing mix and raising funds. The book covers the financing of sustainable projects, as well as Sharia-compliant (Islamic) project financing. It also discusses financial modeling and international debt financing, while examining the reasons behind unsuccessful project financing attempts. This book is a comprehensive guide for practitioners and students of project financing.
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| 5."Engineering Economics and Financial Accounting" by R Kesavan and C Elanchezhian | |
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| 6."Monte Carlo Methods in Financial Engineering: Volume 53 (Stochastic Modelling and Applied Probability)" by Paul Glasserman
“Monte Carlo Methods in Financial Engineering” Book Review: The book is structured into three sections and provides a comprehensive guide for those looking to apply Monte Carlo methods in financial contexts. It utilizes simulation as a tool to introduce financial engineering models and concepts. It covers the basics of Monte Carlo methods and derivatives pricing, as well as the application of key models in financial engineering. The book addresses topics such as the estimation of price sensitivities, the valuation of American options, and the measurement of market and credit risk in financial portfolios.
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| 7."Numerical Optimization (Springer Series in Operations Research and Financial Engineering)" by Jorge Nocedal and Stephen Wright
“Numerical Optimization” Book Review: This book offers a comprehensive overview of continuous optimization techniques. It covers nonlinear interior methods and derivative-free methods, along with practical methods, illustrated examples, and exercises. The book is useful for students and practitioners in various fields, including engineering, operations research, mathematics, computer science, and business.
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| 8."Credit Derivatives and Synthetic Structures: A Guide to Instruments and Applications (Wiley Series in Financial Engineering)" by Janet M Tavakoli | |
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| 9."Schaum's Outline of Advanced Mathematics for Engineers and Scientists (Schaums' Outline Series)" by Murray R Spiegel
“Schaum’s Outline of Advanced Mathematics for Engineers and Scientists (Schaums’ Outline Series)” Book Review: This outline book offers a range of practice exercises to reinforce the understanding of advanced mathematical concepts. It serves as an additional aid for graduate-level engineering students, scientists, economists, and doctoral students. The book covers a wide range of topics, including linear and differential equations, Laplace transformations, vector analysis, multiple integrals, line and surface integrals with theorems, Fourier series and integrals, and gamma and beta functions.
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| 10."Perturbation Analysis of Optimization Problems (Springer Series in Operations Research and Financial Engineering)" by J Frederic Bonnans and Alexander Shapiro
“Perturbation Analysis of Optimization Problems (Springer Series in Operations Research and Financial Engineering)” Book Review: This book covers the fundamental principles of local optimality, value function expansion, and approximate solution techniques for optimization problems, and their applications in a range of fields such as physics, economics, mechanics, statistics, and finance. It is designed for research professionals and graduate students at an advanced level. The book presents various topics, including semi-definite and semi-infinite programming, optimal control, and variational inequalities, in a progressive manner for a comprehensive understanding of the subject
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2. Financial Mathematics
| 1."Investment Science" by D G Luembergar
“Investment Science” Book Review: This book explores the fundamental principles of investment science, including basic concepts and potential future developments in the field. It also includes mathematical content and end-of-chapter exercises for further practice. It is a valuable resource for students in business schools seeking to gain a comprehensive understanding of investment principles.
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| 2."An Introduction to Mathematical Finance" by S Ross
“An Introduction to Mathematical Finance” Book Review: This book explores the Black-Scholes theory of options and finance, which considers the time value of cash. Additionally, it covers topics such as mean variance analysis, optimal portfolio selection, and the pricing model of capital assets. It is a valuable resource for both professional traders and undergraduates seeking to learn the fundamentals of finance.
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| 3."Stochastic Process and Financial Markets" by J C Parikh
“Stochastic Process and Financial Markets” Book Review: The purpose of this book is to introduce readers to the fundamental concepts and mathematical underpinnings of financial market dynamics, with a particular emphasis on stochastic processes as a key component of market modeling. It is aimed at undergraduate students who are seeking to gain a solid foundation in finance.
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| 4."Financial Mathematics" by Shahi | |
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| 5."Introductory Financial Mathematics" by Suresh Chandra
“Introductory Financial Mathematics” Book Review: This book provides an overview of financial mathematics and covers a range of topics, including optimal trading strategies, credit scoring models, and credit risk management for portfolios. It is intended to be a valuable resource for undergraduate students who are learning the fundamentals of finance.
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| 6."An Introduction to the Mathematics of Financial Derivatives" by Hirsa | |
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| 7."Schaum's Outline of Mathematics of Finance, Second Edition (Schaum's Outline Series)" by Robert Brown and Petr Zima
“Schaum’s Outline of Mathematics of Finance, Second Edition (Schaum’s Outline Series)” Book Review: This book is an ideal resource for students and professionals interested in finance. The book covers a wide range of topics in 11 chapters, including simple interest, discounting, annuities, bonds, stocks, and options. Each chapter includes clear explanations, numerous examples, and practice problems with solutions. It also includes a glossary of financial terms for quick reference.
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| 8."Financial Mathematics" by A Lenin Jothi
“Financial Mathematics” Book Review: This book is a comprehensive guide for students and professionals interested in finance. The book covers essential topics in 11 chapters, including interest, annuities, amortization, bonds, stocks, options, futures, and swaps. The author explains each concept with clear, easy-to-understand language, and provides numerous examples and practice problems with solutions. The book also includes a glossary of financial terms, a list of symbols, and a list of references for further reading.
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| 9."A Primer For The Mathematics Of Financial Engineering" by Dan Stefanica
“A Primer For The Mathematics Of Financial Engineering” Book Review: This book focuses on the mathematical foundation required to comprehend quantitative models, covering topics such as integral limits, extensions of Taylor series convergence, and approximations of finite differences. The book also explains Stirling’s formula, polar coordinates, and Newton’s method for higher-dimensional problems. It is particularly valuable for undergraduate students studying finance engineering.
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| 10."Financial Mathematics" by Clarence H Richardson
“Financial Mathematics” Book Review: This book provides extensive information on mathematics for finance, covering a wide range of topics such as compound interest, discount, bond valuation, depreciation, and insurance. It serves as a valuable reference for students pursuing MBA, BBA, M.Com. (Banking), M.Com. (Insurance), and B.Com. degrees.
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| 11."Statistical Analysis of Financial Data in S-Plus" by René Carmona
“Statistical Analysis of Financial Data in S-Plus” Book Review: This book is a valuable resource for students and professionals interested in financial statistics. The book covers 10 chapters that explore topics such as descriptive statistics, probability distributions, time series analysis, volatility modeling, and portfolio optimization. Each chapter includes clear explanations of statistical concepts, along with real-world examples and exercises. The book also covers the use of S-Plus software for financial data analysis.
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