Reading List

 

Chaos Theory

Attractors, Bifurcations, & Chaos: Nonlinear Phenomena in Economics by Tönu Puu (Hardcover - Aug 13, 2003)

 

Chaos Theory / Nonlinear Models in Economics

Chaos Theory in Economics: Methods, Models and Evidence (International Library of Critical Writings in Economics) by W. Davis Dechert (Hardcover - Oct 1996)

 

Chaos and Non-Linear Models in Economics: Theory and Applications by John Creedy and Vance L. Martin (Hardcover - Feb 1994)

 

Chaos & Nonlinear Dynamics in the Financial Markets: Theory, Evidence and Applications/Book and Disk by Robert R. Trippi (Hardcover - Aug 1995)

 

Nonlinear Economic Dynamics (Economic Theory, Econometrics, and Mathematical Economics) (Economic Theory, Econometrics, and Mathematical Economics) by Jean-Michael Grandmont (Hardcover - Mar 28, 1987)

 

Issue Valuation

Bond Markets, Analysis and Strategies (6th Edition) by Frank J Fabozzi (Hardcover - Jun 23, 2006)

 

Options, Futures and Other Derivatives (6th Edition) by John C. Hull (Hardcover - Jun 20, 2005)

 

Energy Modelling: Advances in the Management of Uncertainty by Vincent Kaminski (Hardcover - July 15, 2005)

 

Optimization

Linear Programming (Series of Books in the Mathematical Sciences) by Vasek Chvatal (Paperback - Sep 15, 1983)

 

Optimization: Algorithms and Consistent Approximations (Applied Mathematical Sciences) by Elijah Polak (Hardcover - Jun 20, 1997)

 

Probabilistic Constrained Optimization: Methodology and Applications (Nonconvex Optimization and Its Applications) by S. Uryasev (Hardcover - Nov 30, 2000)

 

Modern Portfolio Theory

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management (Finance and Capital Markets) by Mikkel Rasmussen (Hardcover - Mar 19, 2003)

 

Robust Portfolio Optimization and Management (Frank J Fabozzi Series) by Frank J. Fabozzi, Petter N. Kolm, Dessislava Pachamanova, and Sergio M. Focardi (Hardcover - Mar 2007)

 

Post-Modern Portfolio Theory

Advances in Portfolio Construction and Implementation (QUANTITATIVE FINANCE) (Quantitative Finance) by Alan Scowcroft and Stephen Satchell (Hardcover - Mar 5, 2003)

 

Managing Downside Risk in Financial Markets (With- CD-ROM) (Quantitative Finance) by Frank Sortino and Stephen Satchell (Hardcover - Nov 15, 2001)