analysis

Mathematica 5th ed by Stephen Wolfram

As both a highly readable tutorial and a definitive reference for over a million Mathematica users worldwide, this book covers every aspect of Mathematica. It is an essential resource for all users of Mathematica from beginners to experts. This expanded fifth edition presents Mathematica Version 5 for the first time and is important for anyone interested in the progress of advanced computing.

Options, Futures, and Other Derivatives (7th Edition). Hull, J

This book can be used for a first course in derivatives or for a more advanced course.

Modeling financial derivatives with Mathematica, by W. Shaw

This book is organized into six groups of chapters. The first gorup establishes the preliminaries in terms of the use of Mathematica, the basics of stochasticcalculus and the derivation of partial differential equations. The next group of chapters explores a wide variety of analytical models, from vanilla options, through a range of by-now standard "exotics", and also develops mor complex analytical models for Asian and American options. Next we take a long hard look at the finite difference models. The fourth group explores binomial and trinomial tree models. Group five looks in detail at Monte Carlo simulation, in particular for path-dependent and Basket options. Finally we take a brief look at some simpler interest-rate models and related non-log-normal equity models.

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