A List of Reference Books on Mathematics for Finance

1. D. Brigo and F. Mercurio, Interest rate models, theory and practice: with smile, inflation, and credit. Berlin: Springer, 2007.
2. S. A. Broverman, Mathematics of investment and credit. Winsted, CT: ACTEX Publications, Inc., 2015
3. Capiński Marek and T. J. Zastawniak, Mathematics for finance: an introduction to financial engineering. London: Springer, 2011.
4. G. Cesari, J. Aquilina, N. Charpillon, Z. Filipovic, G. Lee, and I. Manda, Modelling, Pricing, and Hedging Counterparty Credit Exposure A Technical Guide. Berlin: Springer Berlin, 2013.
5. J. Cvitanic and F. Zapatero, Introduction to the economics and mathematics of financial markets. India: Prentice Hall of India, 2007.
6. Černý Aleš, Mathematical techniques in finance tools for incomplete markets. Princeton (N.J.): Princeton University Press, 2009.
7. R. Dubil, Financial engineering and arbitrage in the financial markets. Chichester, U.K: John Wiley & Sons, 2011.
8. D. J. Duffy, Finite Difference Methods in Financial Engineering A Partial Differential Equation Approach. Hoboken: Wiley, 2006.
9. C. Fries, Mathematical finance: theory, modeling, implementation. Hoboken, NJ: Wiley-Interscience, 2007.
10. S. Garrett, An introduction to the mathematics of finance: a deterministic approach. Amsterdam : Butterworth-Heinemann, 2013.
11. V. Goodman and J. G. Stampfli, The mathematics of finance: modeling and hedging. Providence, RI: American Mathematical Society, 2013.
12. T. S. Y. Ho and S. Yi, Securities valuation: applications of financial modeling. New York: Oxford University Press, 2005.
13. J. Janssen, E. V. D. Prignano, and R. Manca, Mathematical finance: deterministic and stochastic models. London: ISTE, 2009.
14. S. N. Neifusi and S. N. Neftci, Jin rong yan sheng gong ju shu xue dao lun: = An introduction to the mathematics of financial derivatives. Wuhan: Wu han da xue chu ban she, 2007.
15. M. M. Parmenter, Theory of interest and life contingencies, with pension applications: a problem-solving approach. Winsted, CT: ACTEX Publications, 1999.
16. S. D. Promislow, Fundamentals of actuarial mathematics. Chichester: Wiley, 2015.
17. L. J. F. Vaaler and J. W. Daniel, Mathematical Interest Theory. Washington: Mathematical Association of America, 2014.
18. L. J. F. Vaaler and L. J. F. Vaaler, Student solution manual for Mathematical interest theory, second edition. Washington, DC: Mathematical Association of America, 2009.
19. G. C. Guthrie and L. D. Lemon, Mathematics of interest rates and finance. Pearson, 2014.
20. L. J. F. Vaaler, S. K. Harper, and J. W. Daniel, Mathematical interest theory. MAA Press, an imprint of the American Mathematical Society, 2019.