19272 Knut Aase: Equilibrium pricing in the presence of cumulative dividends following a diffusion. Math. Fin. 12/3 (2002), 173-198. 18260 Moritz Adelmeyer/Elke Warmuth: Finanzmathematik für Einsteiger. Vieweg 2005, 180p. Eur 22. 14874 Elettra Agliardi/Rossella Agliardi: Mercati finanziari. McGraw-Hill 2001, 200p. Lire 35.000. Louis Bachelier: The'orie de la spe'culation. Ann. Sci. Ecole NS 17 (1900), 21-86. [English translation in Cootner 1964, 17-78.] Emilio Barucci: Teoria dei mercati finanziari. Il Mulino 2000, 340p. E 21. Battaglio/Longo/Lorenzo Peccati: Restyling of fees in consumers credit and their optimization. Europ. J. Op. Res. 91 (1996), 330-337. Martin Baxter/Andrew Rennie: Financial calculus. Cambridge UP 1996, 240p. 0-521-55289-3. Pds. 25. Jamil Baz/George Chacko: Financial derivatives. Cambridge UP 2003, 280p. Pds. 25. 13636 Martin Bichler/Rainer Klimesch: Simulation multivariater Auktionen - eine Analyse des OTC-Handels mit Finanzderivaten. Wirtschaftsinformatik 42 (2000), 244-252. 19187 N. Bingham/Rüdiger Kiesel/Rafael Schmidt: Semiparametric modelling in finance. Quantitive Finance 3/6 (2003), 426-441. T. Bjo''rk: Arbitrage theory in continuous time. Oxford UP 1999. Fischer Black/Myron Scholes: The pricing of options and corporate liabilities. J. Political Economy 81 (1973), 637-654. Karl Bosch: Finanzmathematik. Oldenbourg 1997, 220p. 3-486-24498-1. DM 50. Karl Bosch: Finanzmathematik fu''r Banker. Oldenbourg 2001. DM 59. Nicolas Bouleau: Martingales et marche's financiers. Jacob 1998, 220p. FF 138. 18241 Nicole Branges/Christian Schlag: Zinsderivate. Springer 2004, 200p. Eur 23. 19485 Damiano Brigo/Fabio Mercurio: Interest rate models - theory and practice. Springer 2007, 980p. Eur 77. 17666 Norbert Brunner: Der wissenschaftliche Wert von Optionen. Wissenschaftl. Nachr. 127 (2005), 29-31. 19288 Peter Buchen/Otto Konstandatos: A new method of pricing lookback 11701 Wolfgang Bühler: Nobelpreis für Wirtschaftswissenschaften - Bewertung derivativer Finanzinstrumente. Spektrum 1997/12, 24-31. Niklaus Bühlmann/Baruch Berliner: Einführung in die Finanzmathematik. UTB 1992, 180p. 3-8252-1668-3. DM 26. Marek Capinski/Tomasz Zastawniak: Mathematics for finance - an introduction to financial engineering. Springer 2003, 310p. 12806 Eugen Caprano/Konrad Wimmer: Finanzmathematik. Vahlen 1999, 190p. 3-8006-2324-2. DM 32. Erio Castagnoli/Lorenzo Peccati: La matematica in azienda - strumenti e modelli, calcolo finanziario con applicazioni. EGEA 1996. F. Cetta: Analisi finanziaria e innovazione tecnologica. CISU 1991. 19168 John Charnes: Using simulation for option pricing. Internet 2000, 7p. 14855 Umberto Cherubini: Il rischio finanziario. McGraw-Hill 2001, 450p. Lire 65.000. Neil Chriss: Black-scholes and beyond - option pricing models. Irwin 1996, 500p. 0-78631025-1. $65. Cifarelli/Lorenzo Peccati/Tagliani: Antiusury laws and market interest rate dynamics. XVII Meetin EURO Working Group Financial Modelling ..., ... 20910 Pavel Cizek/Wolfgang Härdle/Rafal Weron: Statistical tools for finance and insurance. Springer 2005, 520p. Eur 84. Paola Colombo: Introduzione alle scelte finanziarie. Bozzi 1993. Paola Colombo: Modelli matematici per i mercati finanziari. Bozzi 1995. Di Chio/Lorenzo Peccati: Tasso annuo nominale (TAN) e trasparenza bancaria. Banca Borsa e Titoli di Credito 57 (1994), ... Satyajit Das: Risk management and financial derivatives - a guide to the mathematics. McGraw-Hill 1998. 0-07-015378-7. $70. Ravi Dattatreya: Advanced interest rates and currency swaps. McGraw-Hill 1997. 1-557-38444-4. DM 132. 21155 Peggy Daume: Finanzmathematik im Unterricht. Vieweg 2009, 260p. Eur 25. 15061 Mark Davis: Mathematics of financial markets. In 15031 Engquist/, 361-380. Mark Davis/Alison Etheridge: Louis Bachelier's theory of speculation. Princeton UP 2006, 190p. $35. 15971 Freddy Delbaen/Walter Schachermayer: Applications to mathematical finance. Internet 2001, 29p. S. Dineen: Probability theory i finance - a mathematical guide to the Black-Scholes formula. AMS 2005, 290p. $55. Karl van Ditzhuyzen: Finanzmathematik. Vahlen 1995, 86p. 3-8006-1978-4. DM 30. 20886 Darrell Duffie: Review of the book "Stochastic calculus for finance" by Steven Shreve. Bull. AMS 46/1 (2009), 165-174. 21454 Ernst Eberlein: Mathematik und die Finanzkrise. Spektrum 2009/12, 92-100. 19123 Paul Embrechts: The wizards of Wall Street - did mathematics change finance? Nieuw Arch. Wisk. 4/1 (2003), 26-33. A. Etheridge: A course in financial calculus. Cambridge UP 2002, 200p. Pds. 22. Frank Fabozzi: Bond markets, analysis and strategies. 1993. Frank Fabozzi/Gifford Fong: Advanced fixed income portfolio management. 1994. Jack Francis: The handbook of equity derivatives. Irwin 1994, 690p. 1-55623594-1. Cristina Gosio: Complementi alle lezioni di matematica finanziaria. Bozzi 1992. Cristina Gosio/G. Lisei: Lezioni di matematica finanziaria. Bozzi 1992. R. Elliot/P. Kopp: Mathematics of financial markets. Springer. Hans Föllmer/Alexander Schied: Stochastic finance - an introduction in discrete time. De Gruyter 2002, 420p. Eur 54. Arthur Goodman/Joseph Stampfli: The mathematics of finance - modeling and hedging. 2000. $81. Wolfgang Grundmann: Finanzmathematik und Versicherungsmathematik. Teubner 1996, 180p. 3-8154-2087-3. DM 30. 16749 Wolfgang Grundmann/Bernd Luderer: Formelsammlung Finanzmathematik, Versicherungsmathematik, Wertpapieranalyse. Teubner 2003, 160p. Eur 20. 18240 Michael Günther/Ansgar Jüngel: Finanzderivate mit Matlab. Vieweg 2003, 300p. Eur 26. J. Harrison/S. Pliska: Martingales and stochastic integrals in the theory of continuous trading. Stoch. Proc. Appl. 11 (1981), 215-260. J. Harrison/S. Pliska: A stochastic calculus model of continuous trading - complete markets. Stoch. Proc. Appl. 15 (1983), 313-316. Otto Hass: Finanzmathematik. Oldenbourg 1995, 190p. 3-486-23119-7. DM 32. 14904 Thomas Heidorn: Finanzmathematik in der Bankpraxis. Gabler 2000, 260p. DM 78. 14809 John Hull: Opzioni, futures e altri derivati. Prentice Hall - Il Sole 24 Ore 1999, 580p. Lire 70.000. 13146 John Hull: Introduzione ai mercati dei futures e delle opzioni. Il Sole 24 Ore 1999, 470p. Lire 65.000. P. Hunt/Joanne Kennedy: Financial derivatives in theory and practice. Wiley 2000. $110. Holger Ihrig/Peter Pflaumer: Finanzmathematik. Intensivkurs. Oldenbourg 1997, 220p. 3-486-23969-4. DM 40. 12807 Albrecht Irle: Finanzmathematik. Die Bewertung von Derivaten. Teubner 1998, 260p. 3-519-02640-6. DM 37. Peter Jaeckel: Monte-Carlo methods in finance. Wiley 2002. $56. Robert Jarrow/Stuart Turnbull: Derivative securities. South-Western Pub. 1996. 0-53886271-8. $86. Egbert Kahle/Dieter Lohse: Grundkurs Finanzmathematik. Oldenbourg 1998, 230p. 3-486-24069-2. DM 40. G. Kallianpur/R. Karandikar: Introduction to option pricing theory. Birkhaeuser 1999, 280p. 3-7643-4108-4. DM 128. 16023 Ioannis Karatzas/Steven Shreve: Methods of mathematical finance. Springer 1998, 410p. $80. Harald Ko''hler: Finanzmathematik. Hanser 1997, 310p. 3-446-19209-3. DM 40. 20083 Ralf Korn: Faszination Finanzmathematik - Probleme, Methodik und Prinzipien. Math. Sember. 55 (2008), 19-42. 14902 Ralf Korn/Elke Korn: Optionsbewertung und Portfolio-Optimierung. Vieweg 1999, 290p. DM 48. Erich Kosiol: Finanzmathematik. Zinseszins-, Renten-, Tilgungs-, Kurs- und Rentabilita''tsrechnung. Gabler 1982, 220p. 3-409-30201-8. DM 40. 20933 Jürgen Kremer: Einführung in die diskrete Finanzmathematik. Springer 2006, 500p. Eur 30. Y. Kwok, Mathematical models of financial derivatives, Springe 1998. D. Lamberton/B. Lapeyre: Stochastic calculus applied to finance. Chapman & Hall 1996. 17758 Hermann Locarek-Junge: Finanzmathematik. Oldenbourg 1997, 280p. Eur 29. Zinsrechnung ausführlich, aber elementar dargestellt. 11002 Giovanni Longo/Claudia Battaglio/Lorenzo Peccati: Matematica per le applicazioni finanziarie. Etas 1994, 230p. Lire 29.000. M. Magrinit: La ricchezza digitale. Il Sole 24 Ore 1999. 20666 Leonardo Martinelli: Crisi dei mercati - la madame dei derivati non si arrende. Il Sole 24 Ore 26 ottobre 2008, ... Su Nicole El Karoui e il ruolo della matematica nella crisi finanziaria. Masciandaro/Lorenzo Peccati/Tagliani: Why usury can by cheaper? Atti XXI Convegno AMASES ..., ... 19169 Robert Merton: Theory of rational option pricing. Bell J. Econom. Man. Sci. 4 (1973), 141-183. 11003 Franco Moriconi: Matematica finanziaria. Mulino 1995, 320p. Lire 30.000. P. Muldowney: The infinite-dimensional Henstock integral and problems of Black-Scholes expectation. J. Appl. Analysis 8/1 (2002), 1-21. Marek Musiela/Marek Rutkowski: Martingale methods in financial modelling. Springer 1997. 3-540-61477-X. $80. Salih Neftci: An introduction to the mathematics of financial derivatives. Academic Press 1996, 350p. 0-12-515390-2. $40. 14886 Dirk Jens Nonnenmacher: Fascination investment banking. In 14664 Haite/Kramer, 73-77. Niels Nygaard/Milan Kratka/Israel Nelken: The handbook of financial mathematics. McGraw-Hill 1998. 0-07047129-0. $60. Andreas Oehler/Matthias Unser: Finanzwirtschaftliches Risikomanagement. Springer 2000, 450p. DM 60. 17993 M. Overhaus/.../A. Puthu: Recent developments in mathematical finance - a practitioner's point of view. Jber. DMV 108/2 (2006), 65-90. 10183 A. Papageorgiou/Joseph Traub: New results on deterministic pricing of financial derivatives. Internet 1996, 10p. 10180 S. Paskov/Joseph Traub: Faster valuation of financial derivatives. J. Portfolio Man. 22 (1995), 113-120. Wolfgang Paul/Jo''rg Baschnagel: Stochastic processes - from physics to finance. Springer 2000. $60. 10894 Lorenzo Peccato: Sulla matematica a Scienze Giuridiche. Notiziario UMI Ottobre 1997, 18-21. 21156 Andreas Pfeifer: Praktische Finanzmathematik. Deutsch 2009, 440p. Eur 29. 19135 Dietmar Pfeifer: Stochastische Finanzmathematik I. Vorlesung Univ. Oldenburg 2006, 100p. M. Pring: Analisi tecnica dei mercati finanziari. McGraw-Hill 1989. 20691 Philip Protter: Review of the book "Louis Bachelier's theory of speculation" by Davis/Etheridge. Bull. AMS 45/4 (2008), 657-660. 20934 Steven Roman: Introduction to the mathematics of finance. Springer 2004, 350p. Eur 49. Sheldon Ross: An introduction to mathematical finance - options and other topics. Cambridge UP 1999. 0-521-77043-2. $40. 19214 Andreas Ruffing/Patrick Windpassinger/Stefan Panig: Comparing algebraic and numerical solutions of classical diffusion process equations in computational financial mathematics. Discrete Dyn. Nature Sci. 6 (2001), 157-169. 14297 Wolfgang Runggaldier: Sugli sviluppi della matematica applicata in un settore interdisciplinare - la finanza matematica. Boll. UMI La mat. nella Soc. e nella Cultura (8) 3-A (1999), 297-316. 16941 Klaus Sandmann: Einfu''hrung in die Stochastik der Finanzma''rkte. Springer 2001, 520p. Eur 30. 14167 Walter Schachermayer: Die Rolle der Mathematik auf den Finanzmärkten. Internet 1999, 14p. 15964 Walter Schachermayer: Introduction to the mathematics of financial markets. Internet 2000, 64p. 14627 Walter Schachermayer: Besprechung des Buches "Glu''ck und Strategie auf Finanzma''rkten" ("Martingales et marche's financiers") von Nicolas Bouleau. Spektrum 2001/4, 110-111. 18073 Walter Schachermayer: Die Rolle der Mathematik auf den Finanzmärkten. In 18053 Aigner/Behrends, 131-143. 21141 Hilmar Schmundt: Alpha-Physiker an die Börse. Spiegel Online 29. August 2009, 2p. Steven Shreve: Stochastic calculus for finance. 2 volumes. Springer 2005+2004, 187+550p. $35+70. T. Siegl/Robert Tichy: Lo''sungsverfahren eines Risikomodells bei exponentiell fallender Schadensverteilung. Mitt. Ver. Schweizer Versicherungsmath. 1 (1995), 95-118. Robert Steiner: Mastering financial calculations - a step-by-step guide to the mathematics of the markets. Pitman 1998. 0-2736258-7. $40. 11977 Gary Stix: Handel mit dem Risiko. Spektrum 1998/7, 66-71. 14905 Ju''rgen Tietze: Einfu''hrung in die Fiannzmathematik. Vieweg 2001, 310p. DM 48. Uhlir/Steiner: Wertpapieranalyse. Physika 3-7908-0513-0. Umfassende Darstellung der kapitalmarktrelevanten Finanzmathematik. Srdjan Stojanovic: Computational financial mathematics using Mathematica. Birkha''user 2002, 520p. $70. R. Williams: Introduction to the mathematics of finance. AMS 2006, 150p. $39. Paul Wilmott/Jeff Dewynne/Sam Howison: Option pricing - mathematical models and compuation. Oxford Financial Press 1993. 0-95220820-2. 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