Modelling Financial Derivatives with Mathematica

Cambridge University Press, 1998

See the book, contents and the RISK review on CUP's web site.

Note: reading Mathematica notebooks. I am happy to make available various bits of code in various states of development. USE THESE AT YOUR OWN RISK!! If you are not currently a Mathematica user and wish to read these files properly, you can download a free reader application, MathReader, from here.

Update/Bug fixes for the code in the book

A thorough discussion of fixes needed for Mathematica version 4 and some brief remarks about version 5 is available here. This also includes other comments. Check back to see if this has been updated (last time March 2004).

Buy the book from Amazon.com. This link allows you to look inside the book a little.

Other purchase links: Amazon.co.uk, Amazon.de, Amazon.co.jp.