Web Directory

» Concepts and Practice of Mathematical Finance
   By Mark Joshi (CUP, 2003). Table of contents, bibliography, errata, guest book, reviews.
   http://www.markjoshi.com/concepts/

» Designs Patterns and Derivatives Pricing
   By Mark Joshi (CUP, 2004). Code to accompany the book.
   http://www.markjoshi.com/design/

» Financial Calculus
   By Martin Baxter and Andrew Rennie (CUP, 1996). Contents, preface, errata, supplementary text, reviews.
   http://www.financialcalculus.co.uk/

» Pricing and Hedging of Derivative Securities
   By Lars Tyge Nielsen. A textbook in continuous-time finance theory, Oxford University Press, 1999. Preface, introduction, table of contents, index.
   http://www.derivativesmath.com/

» Spontaneous Scaling Emergence in Generic Stochastic Systems
   The paper is in postscript format.
   http://shum.cc.huji.ac.il/~sorin/my-papers.html