Required textbooks for Fall 2006 courses

[maxrum]

Below are the required texts for the graduate courses MTH 9814, 9815, 9821, 9831 that will be used in the Fall 2006 semester.

MTH 9814 A Quantitative Introduction to Pricing Financial Instruments
Principles of Financial Engineering (Academic Press Advanced Financ (Hardcover)) by Salih N. Neftci
Publisher: Academic Press (April 19, 2004)
ISBN: 0125153945
$96.95 at Amazon (http://www.amazon.com/gp/product/0125153945/qid=1147747442/sr=11-1/ref=sr_11_1/002-9422010-3127201?n=283155)
Options, Futures and Other Derivatives (6th Edition) by John Hull
Publisher: Prentice Hall; 6 edition (June 10, 2005)
ISBN: 0131499084
$158.99 at Amazon (http://www.amazon.com/gp/product/0131499084/qid=1147747496/sr=11-1/ref=sr_11_1/002-9422010-3127201?n=283155)MTH 9815 Object Oriented Programming for Financial Applications
C++ Programming: With Design Patterns Revealed, by Tomasz Muldner,
Publisher: Addison Wesley, 2001
ISBN: 0201722313
$72.00 at Amazon (http://www.amazon.com/gp/product/0201722313/qid=1147747605/sr=11-1/ref=sr_11_1/002-9422010-3127201?n=283155)
C++ Design Patterns and Derivatives Pricing by Mark Joshi
Pulisher: Cambridge University Press
ISBN=0521832357
$43 at Amazon (http://www.amazon.com/gp/product/0521832357/ref=sr_11_1/104-9101958-6030321?ie=UTF8)
Object-Oriented Thought Process, 2nd Edition by Matt Weisfeld
$15 at Amazon (http://www.amazon.com/gp/product/0672326116/sr=1-1/qid=1150556701/ref=sr_1_1/102-3092225-0512950?%5Fencoding=UTF8&s=books)
Why Programs Fail: A Guide to Systematic Debugging by Andreas Zeller Morgan Kaufmann
ISBN = 1558608664
$45 at Amazon (http://www.amazon.com/gp/product/1558608664/ref=sr_11_1/104-9101958-6030321?ie=UTF8)MTH 9821 Numerical Linear Algebra
Numerical Linear Algebra (Paperback) by Lloyd N. Trefethen, David Bau
Publisher: Soc for Industrial & Applied Math (May 1997)
ISBN: 0898713617
$48.17 at Amazon (http://www.amazon.com/gp/product/0898713617/qid=1147747085/sr=11-1/ref=sr_11_1/002-9422010-3127201?n=283155)
The Mathematics of Financial Derivatives : A Student Introduction (Paperback)
by Paul Wilmott, Sam Howison, Jeff Dewynne
Publisher: Cambridge University Press (September 29, 1995)
ISBN: 0521497892
$44.99 at Amazon (http://www.amazon.com/gp/product/0521497892/qid=1147747258/sr=11-1/ref=sr_11_1/002-9422010-3127201?n=283155)
Implementing Derivative Models (Wiley Series in Financial Engineering)
(Hardcover) by Les Clewlow, Chris Strickland
Publisher: John Wiley & Sons (June 1998)
ISBN: 0471966517
$85.00 at Amazon (http://www.amazon.com/gp/product/0471966517/qid=1147747365/sr=11-1/ref=sr_11_1/002-9422010-3127201?n=283155)MTH 9831 Real Analysis and Probability
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Hardcover)
by Steven E. Shreve
Publisher: Springer; 1 edition (April 21, 2004)
ISBN: 0387401008
Only used available for $47.49 an up at Amazon (http://www.amazon.com/gp/product/0387401008/qid=1147747661/sr=11-1/ref=sr_11_1/002-9422010-3127201?n=283155)
Stochastic Calculus for Finance II : Continuous-Time Models (Springer Finance)
(Hardcover) by Steven E. Shreve
Publisher: Springer; 1 edition (June 3, 2004)
ISBN: 0387401016
$57.84 at Amazon (http://www.amazon.com/gp/product/0387401016/qid=1147747757/sr=11-1/ref=sr_11_1/002-9422010-3127201?n=283155)Note
You don't have to buy a brand new book. If you are looking for a cheaper price you can get one from Amazon resellers or from EBay. Especially if a book is very expensive you are going to have a very good discount. For example John Hull's book is going to cost you less then $40 if you get it from EBay in soft cover edition instead of $160 at Amazon.

There is also a good resource for discounted books:
BestBookBuys (http://www.bestwebbuys.com/books/index.html)

Just be careful choosing a person or business you are buying from. Check the ratings first because some of them are not reliable at all.

In addition
Don't forget to buy books which are listed in the syllabi for refresher courses.

[jimmycc]

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

[gc6130]

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

[Andy]

MTH 9849

The Analysis of Structured Securities : Precise Risk Measurement and
Capital Allocation (Hardcover)
by Sylvain Raynes, Ann Rutledge
Publisher: Oxford University Press, 2003, 1st Ed.
ISBN: 0195152735

I don't know about the other two courses. Dan hasn't posted it yet.

[jimmycc]

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

[gc6130]

Thanks. Does anyone know who will teach the Interest Rates course?

Interest Rates:
The teacher uses handouts.
Jimmy

[BenB]

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

Ben

[frankm1342]

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

[Andy]

Are all of the books that Max has listed for the Fall classes confirmed? I would like to purchase them this week.
Yes, I have purchased all of them :)

[frankm1342]

Andy - I know you must have gotten some great deals on the books - any recommendations on what site to buy from?

[maxrum]

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.

[Eddie]

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

[Andy]

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.

[frankm1342]

One of the best places to buy books:
http://www.bookfinder4u.com

[maxrum]

I use this one. Look at store ratings, before you buy!

http://www.bestwebbuys.com/books/index.html

[jimmycc]

Another good place is www.campusi.com


I'm selling my Numerical Linear Algebra textbook. Let me know if you are interested.



Jimmy

[gc6130]

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

[Andy]

I updated the list with links and prices on the first post.

[John]

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/0201722313/ref=olp_product_details/104-9257805-1549564?%5Fencoding=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

[Yusheng]

Below are the required texts for the graduate courses MTH 9814, 9815, 9821, 9831 that will be used in the Fall 2006 semester.

MTH 9815 Object Oriented Programming for Financial Applications

C++ Programming: With Design Patterns Revealed, by Tomasz Muldner,
Publisher: Addison Wesley, 2001
ISBN: 0201722313
$72.00 at Amazon (http://www.amazon.com/gp/product/0201722313/qid=1147747605/sr=11-1/ref=sr_11_1/002-9422010-3127201?n=283155)
C++ Design Patterns and Derivatives Pricing by Mark Joshi
Pulisher: Cambridge University Press
ISBN=0521832357
$43 at Amazon (http://www.amazon.com/gp/product/0521832357/ref=sr_11_1/104-9101958-6030321?ie=UTF8)
Why Programs Fail: A Guide to Systematic Debugging by Andreas Zeller Morgan Kaufmann
ISBN = 1558608664
$45 at Amazon (http://www.amazon.com/gp/product/1558608664/ref=sr_11_1/104-9101958-6030321?ie=UTF8)


Are these required books correct?
Greg post the required and recommendation books as the following which are different from the above books.
http://www.quantnet.org/forum/viewtopic.php?t=291
http://www.quantnet.org/forum/viewtopic.php?t=290

[Andy]

Updated: now there are 4 required books for the courses. Whatever books Greg recommended, it's best to have one.