Finance books

jellyfish

Unknown:
The concepts and practice of mathematical finance
Derivatives: Models on Models
Brownian Motion and Stochastic Calculus
Implementing Derivative Model

Modeling:

Modeling Derivatives in C++
C++ design patterns and derivatives pricing
The complete guide to option pricing formulas
Monte carlo methods in financial engineering, Paul
Financial Engineering and computation, Lyuu
Financial Numerical recipes in C++
Modeling Financial Derivatives with Mathematica
Financial Models in Excel
Financial Instrument Pricing Using C++
Mathematics for Finance, Capinski & Zastawniak

Lectures:

Derivatives:
The blackwell Encyclopedic Dictionary of Finance
Options, Futures, and Derivatives
The mathematics in Finance
The mathematics of Financial Derivatives
Stochastic Calculus and Finance
Fixed Income Analysis: Securities, Pricing, and Risk Management

Bond:
Fixed Income Mathematics
Bond market analysis and strategies

Probability:


Partial Differential Equations(PDE):


Risk

Portfolio Theory