Skip to main content
Introduction to the Mathematics of Finance
Call Number: AMS e-book
Publication Date: 2006
The modern subject of mathematical finance has undergone considerable development, both in theory and practice, since the seminal work of Black and Scholes appeared a third of a century ago. This book is intended as an introduction to some elements of the theory that will enable students and researchers to go on to read more advanced texts and research papers.
Geisel also has the print edition
. UC San Diego author
What if you find a reference in the bibliography of one of these background sources, and want to find out where it is in our collections in order to read the original?
Use the UC-eLinks Citation Linker!
Find topics and/or reviews of research
The resources on this page give you theoretical background, point to models,and provide definitions.
Elsevier Handbooks of Economics
These handbooks contain thorough background on the research and theory of a multitude of economics topics written and edited by experts in the field.
Wiley Online Library - Books on Finance and Investments
This publisher offers reference titles and other books. California Digital Library has licensed most of the Wiley Interscience books for 2011, and UCSD Libraries purchased selected individual volumes from prior years, including major reference works. Suggest a purchase if a desired title doesn't display the unlocked icon via http://bit.ly/i8bPfU.
CRC Press produces reference & regular books in the sciences. This subset points to the online statistics resources in business finance and economics, including Introduction to Spatial Econometrics, Linear Model Methodology and Diagnostic Checks in Time Series. Example:
Springer Electronic Books in finance
This Springer site includes over 28,000 books from every scientific discipline plus economics and some social sciences published in English and German from 2005 to 2010 plus selected older series back to volume 1.
International Encyclopedia of the Social & Behavioral Sciences
Over 3,800 articles spread over 99 subject areas; a key research tool for overviews of research on social sciences topics.
New Palgrave Dictionary of Economics
This longstanding, scholarly publication is the go-to place for background on any topic in economics, because its articles are written by experts who provide for each entry an overview of theory and the current state of research.
AR provides scholarly review articles that may serve as starting points for research, or to keep up with research trends in a field. Each article attempts to convey the research output of a discipline or topic, and reports the nature of the research, in terms of its empirical findings, theoretical development, methodology or historical development.