Andy Nguyen Joined 5/2/06 Messages 11,954 Points 273 6/24/07 #2 Here are couple of books we gonna use next term and recommended by our Prof. I'll add some more when i find them <iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=1852337818&fc1=000000&IS2=1<1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" style="width: 120px; height: 240px;" marginwidth="0" marginheight="0" frameborder="0" scrolling="no"></iframe><iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=3540438718&fc1=000000&IS2=1<1=_blank&lc1=0000FF&bc1=F7F7F7&bg1=F7F7F7&f=ifr" style="width:120px;height:240px;" scrolling="no" marginwidth="0" marginheight="0" frameborder="0"></iframe><iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=0387401016&fc1=000000&IS2=1<1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" style="width:120px;height:240px;" scrolling="no" marginwidth="0" marginheight="0" frameborder="0"></iframe><iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=0387249680&fc1=000000&IS2=1<1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" style="width:120px;height:240px;" scrolling="no" marginwidth="0" marginheight="0" frameborder="0"></iframe>
Here are couple of books we gonna use next term and recommended by our Prof. I'll add some more when i find them <iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=1852337818&fc1=000000&IS2=1<1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" style="width: 120px; height: 240px;" marginwidth="0" marginheight="0" frameborder="0" scrolling="no"></iframe><iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=3540438718&fc1=000000&IS2=1<1=_blank&lc1=0000FF&bc1=F7F7F7&bg1=F7F7F7&f=ifr" style="width:120px;height:240px;" scrolling="no" marginwidth="0" marginheight="0" frameborder="0"></iframe><iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=0387401016&fc1=000000&IS2=1<1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" style="width:120px;height:240px;" scrolling="no" marginwidth="0" marginheight="0" frameborder="0"></iframe><iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=0387249680&fc1=000000&IS2=1<1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" style="width:120px;height:240px;" scrolling="no" marginwidth="0" marginheight="0" frameborder="0"></iframe>
arupsarkar Joined 12/26/06 Messages 4 Points 11 6/24/07 #3 Andy: Thank you very much...this is a great portal for newbie like myself.
Andy Nguyen Joined 5/2/06 Messages 11,954 Points 273 6/24/07 #4 arupsarkar said: Andy: Thank you very much...this is a great portal for newbie like myself. Click to expand... We are happy that you enjoy our community and find the info helpful. Please spread the word about our site to friends, acquaintances. Thanks
arupsarkar said: Andy: Thank you very much...this is a great portal for newbie like myself. Click to expand... We are happy that you enjoy our community and find the info helpful. Please spread the word about our site to friends, acquaintances. Thanks
Bastian Gross German Mathquant Joined 1/2/08 Messages 188 Points 28 3/24/08 #5 Shiryaev Hey Shreve and Jacod are very introductory, but I'm missing Shiryaevs books: <IFRAME style="WIDTH: 120px; HEIGHT: 240px" marginWidth=0 marginHeight=0 src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=0387945490&fc1=000000&IS2=1<1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" frameBorder=0 scrolling=no></IFRAME> <IFRAME style="WIDTH: 120px; HEIGHT: 240px" marginWidth=0 marginHeight=0 src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=3540307826&fc1=000000&IS2=1<1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" frameBorder=0 scrolling=no></IFRAME> And advanced books in stochastic differential equations and theirs numerical solution: <IFRAME style="WIDTH: 120px; HEIGHT: 240px" marginWidth=0 marginHeight=0 src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=3540540628&fc1=000000&IS2=1<1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" frameBorder=0 scrolling=no></IFRAME> <IFRAME style="WIDTH: 120px; HEIGHT: 240px" marginWidth=0 marginHeight=0 src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=3540003134&fc1=000000&IS2=1<1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" frameBorder=0 scrolling=no></IFRAME>
Shiryaev Hey Shreve and Jacod are very introductory, but I'm missing Shiryaevs books: <IFRAME style="WIDTH: 120px; HEIGHT: 240px" marginWidth=0 marginHeight=0 src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=0387945490&fc1=000000&IS2=1<1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" frameBorder=0 scrolling=no></IFRAME> <IFRAME style="WIDTH: 120px; HEIGHT: 240px" marginWidth=0 marginHeight=0 src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=3540307826&fc1=000000&IS2=1<1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" frameBorder=0 scrolling=no></IFRAME> And advanced books in stochastic differential equations and theirs numerical solution: <IFRAME style="WIDTH: 120px; HEIGHT: 240px" marginWidth=0 marginHeight=0 src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=3540540628&fc1=000000&IS2=1<1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" frameBorder=0 scrolling=no></IFRAME> <IFRAME style="WIDTH: 120px; HEIGHT: 240px" marginWidth=0 marginHeight=0 src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=3540003134&fc1=000000&IS2=1<1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" frameBorder=0 scrolling=no></IFRAME>