Economics, Finance, and Financial Engineering

Transcription

Economics, Finance,
and Financial Engineering
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Professor Joseph Vaisman
Department of Computer Science and Engineering, NYU-Poly
[email protected]
Table of Contents
Introduction to Economics
Microeconomics
Macroeconomics
Mathematics for Economics
Econometrics
Economics – Various
Economists
History of Economic Thought
Game Theory
Finance
Financial Engineering
Math for Finance & Financial Engineering
Reference Material
Additional Web Resources
Odds & Ends
Introduction to Economics ===============
The New World of Economics:
A Remake of a Classic for New Generations of
Economics Students, Sixth Edition
Richard B. McKenzie and Gordon Tullock
Springer, 2012, ISBN 978-3-642-27364-3
http://dx.doi.org/10.1007/978-3-642-27364-3
Mood Matters:
From Rising Skirt Lengths to the Collapse of World
Powers
John L. Casti
Springer, 2010, ISBN 978-3-642-04835-7
http://dx.doi.org/10.1007/978-3-642-04835-7
Why Popcorn Costs So Much at the Movies:
And Other Pricing Puzzles
Richard D. McKenzie
Springer, 2008, ISBN 978-0-387-77001-7
http://dx.doi.org/10.1007/978-0-387-77001-7
How did economics get that way and what way did it
get?
Robert M. Solow
Daedalus, Volume 126, Issue 1 (Winter 1997)
http://search.proquest.com/docview/210567777/accoun
tid=36195
IDEAS: http://ideas.repec.org/e/pso18.html
Library of Economics and Liberty:
http://www.econlib.org/library/Enc/bios/Solow.html
Wikipedia:
http://en.wikipedia.org/wiki/Robert_Solow
The future of economics: the appropriately educated in
pursuit of the knowable
David Colander
Special Issue on Economics for the Future
Cambridge Journal of Economics,
Volume 29, Issue 6 (November 2005)
http://dx.doi.org/10.1093/cje/bei078
IDEAS: http://ideas.repec.org/e/pco85.html
Wikipedia:
http://en.wikipedia.org/wiki/David_Colander
Saving Economics from The Economists
Ronald Coase and Ning Wang
Harvard Business Review,
Volume 90, Number 12 (December 2012)
http://search.ebscohost.com/login.aspx?direct=true&db=bth&
AN=83467007&site=ehost-live
The New Economics of Inequality and Redistribution
Samuel Bowles
Cambridge University Press, 2012, ISBN 9781139012980
http://dx.doi.org/10.1017/CBO9781139012980
Deficit: Why Should I Care, Second Edition
Mary Bussing-Burks
Springer, 2012, ISBN 978-1-4302-4840-8
http://dx.doi.org/10.1007/978-1-4302-4840-8
After the Great Recession:
The Struggle for Economic Recovery and Growth
Barry Z. Cynamon, Steven M. Fazzari, and Mark Setterfield
(Editors)
Financial Whirlpools: A Systems Story of the Great Recession
Karen L. Higgins
Elsevier, 2013, ISBN 978-0-12-405905-4
http://www.sciencedirect.com/science/book/9780124059054
From Financial Crisis to Stagnation: The Destruction of Shared
Prosperity and the Role of Economics
Thomas I. Palley
Pay: Why People Earn What They Earn and What You Can Do
Now to Make More
Kevin F. Hallock
The World in the Model: How Economists Work and Think
Mary S. Morgan
Good Thinking:
Seven Powerful Ideas That Influence the Way We Think
Denise D. Cummins
A History of the Work Concept: From Physics to Economics
Agamemnon R. E. Oliveira
Springer, 2014, ISBN 978-94-007-7705-7
http://dx.doi.org/10.1007/978-94-007-7705-7
A model of Austrian economics
Hendrik Hagedom
Springer, 2015, ISBN 978-3-658-07077-9
http://link.springer.com/book/10.1007/978-3-658-07077-9
Why Is The Wealth of Nations So Important? Adam Smith and
Classical Economics
Samuel Fleischecker & Russell Roberts (2010)
https://www.youtube.com/watch?v=pOksHxsR_2w
Back to the Table of Contents
=======================================
Microeconomics ========================
Essential Microeconomics
John G. Riley
A Short Course in Intermediate Microeconomics with Calculus
Roberto Serrano and Allan M. Feldman
The Microeconomic Growth
Meng Liang
Springer, 2014, ISBN 978-3-642-39380-8
http://dx.doi.org/10.1007/978-3-642-39380-8
The Microeconomics of Complex Economies: Evolutionary,
Institutional, Neoclassical, and Complexity Perspectives
Wolfram Elsner, Torsten Heinrich, and Henning Schwardt
Elsevier, 2015, ISBN 978-0-12-411585-9
Network Economics:
Principles – Strategies – Competition Policy
Gunter Knieps
Springer, 2015, ISBN 978-3-319-11695-2
http://dx.doi.org/10.1007/978-3-319-11695-2
=======================================
Macroeconomics =======================
Wikipedia:
http://en.wikipedia.org/wiki/Macroeconomics
http://en.wikipedia.org/wiki/Category:Macroeconomics
http://en.wikipedia.org/wiki/New_classical_macroeconomics
Macroeconomics: A Fresh Start
Peter Dorman
Springer, 2014, ISBN 978-3-642-37441-8
http://dx.doi.org/10.1007/978-3-642-37441-8
Macroeconomics from the Bottom-up
Domenico Delli Gatti, Saul Desiderio, Edoardo Gaffeo,
Pasquale Girillo, and Mauro Gallegati
Springer, 2011, ISBN 978-88-470-1971-3
http://dx.doi.org/10.1007/978-88-470-1971-3
Macroeconomic Patterns and Stories
Edward E. Leamer
Springer, 2009, ISBN 978-3-540-46389-4
http://dx.doi.org/10.1007/978-3-540-46389-4
=======================================
Mathematics for Economics ==============
An Introduction to Mathematics for Economics
Akihito Asano
Elements of Mathematics for Economics and Finance
Vassilis C. Mavron and Timothy N. Phillips
Springer, 2007, ISBN 978-1-84628-561-5
http://dx.doi.org/10.1007/978-1-84628-561-5
Mathematical Methods in Economics and Social Choice,
Second Edition
Norman Schofield
Springer, 2014, ISBN 978-3-642-39818-6
http://dx.doi.org/10.1007/978-3-642-39818-6
Mathematical Methods and Models in Economic Planning,
Management and Budgeting, Second Edition
Galimkair Mutanov
Springer, 2015, ISBN 978-3-662-45142-7
http://dx.doi.org/10.1007/978-3-662-45142-7
Principles of Mathematical Economics
Shapoor Vali
Springer, 2014, ISBN 978-94-6239-036-2
http://dx.doi.org/10.2991/978-94-6239-036-2
Principles of Mathematical Economics II:
Solutions Manual, Supplementary Materials and
Supplementary Exercises
Shapoor Vali
Springer, 2015, ISBN 978-94-6239-088-1
http://dx.doi.org/10.2991/978-94-6239-088-1
Statistics for Business and Financial Economics, Third Edition
Cheng-Few Lee, John C. Lee, and Alice C. Lee
Springer, 2013, ISBN 978-1-4614-5897-5
http://dx.doi.org/10.1007/978-1-4614-5897-5
Study Guide for Statistics for Business and financial
Economics: A Supplement to the Textbook
Ronald L. Moy, Li-Shya Chen, and Lie Jane Kao
Springer, 2015, ISBN 978-3-319-11997-7
http://dx.doi.org/10.1007/978-3-319-11997-7
Mathematical Statistics for Economics and Business,
Second Edition
Ron C. Mittelhammer
Springer, 2013, ISBN 978-1-4614-5022-1
http://dx.doi.org/10.1007/978-1-4614-5022-1
Exploratory Data Analysis in Business and Economics:
An Introduction Using SPSS, Stata, and Excel
Thomas Cleff
Springer, 2014, ISBN 978-3-319-01517-0
http://dx.doi.org/10.1007/978-3-319-01517-0
An Introduction to R for Quantitative Economics:
Graphing, Simulating and Computing
Vikram Dayal
Springer, 2015, ISBN 978-81-322-2340-5
http://dx.doi.org/10.1007/978-81-322-2340-5
Linear Algebra for Economists
Fuad Aleskerov, Hasan Ersel, and Dmitri Piontkovski
Springer, 2011, ISBN 978-3-642-20570-5
http://dx.doi.org/10.1007/978-3-642-20570-5
=======================================
Econometrics ==========================
Mathematics for Econometrics, Fourth Edition
Phoebus J. Dhrymes
Springer, 2013, ISBN 978-1-4614-8145-4
http://dx.doi.org/10.1007/978-1-4614-8145-4
Econometrics, Fifth Edition
Badi H. Baltagi
Springer, 2011, ISBN 978-3-642-20059-5
http://dx.doi.org/10.1007/978-3-642-20059-5
Solutions Manual for Econometrics, Third Edition
Badi H. Baltagi
Springer, 2015, ISBN 978-3-642-54548-1
http://dx.doi.org/10.1007/978-3-642-54548-1
Introduction to Bayesian Econometrics, Second Edition
Edward Greenberg
Nonlinearity, Complexity and Randomness in Economics:
Towards Algorithmic Foundations for Economics
Stefani Zambelli and Donald A.R. George (Editors)
Wiley, 2012, ISBN 9781118300442
http://dx.doi.org/10.1002/9781118300442
=======================================
Economics – Various ====================
Rethinking Economics: From Analogies to the Real World
Stuart Birks
Springer, 2015, ISBN 978-981-287-176-3
http://dx.doi.org/10.1007/978-981-287-176-3
Evolutionary Foundations of Economic Science:
How Can Scientists Study Evolving Economic Doctrines from
the Last Centuries?
Yuji Aruka
Springer, 2015, ISBN 978-4-431-54844-7
http://dx.doi.org/10.1007/978-4-431-54844-7
An Economic Theory of Greed, Love, Groups, and Networks
Paul Frijters and Gigi Foster
The Clash of Economics Ideas: The Great Policy Debates and
Experiments of the Last Hundred Years
Lawrence H. White
Clio and the Economics of QWERTY
Paul A. David
The American Economic Review,
Volume 75, Number 2 (May 1985)
http://www.jstor.org/stable/1805621
At last, a remedy for chronic QWERTY-skepticism!
Paul A. David
European Summer School in Industrial Dynamics (1999)
http://econpapers.repec.org/paper/wpawuwpeh/0502004.htm
Papers of Paul A. David
http://ideas.repec.org/e/pda76.html
Path Dependence, Lock-In, and History
S. J. Liebowitz and Stephen E. Margolis
Journal of Law, Economics and Organization (1995)
http://www.utdallas.edu/~liebowit/paths.html
Path Dependence
S. J. Liebowitz and Stephen E. Margolis
The New Palgraves Dictionary of Economics and the Law
(1998)
http://www.utdallas.edu/~liebowit/palgrave/palpd.html
Home Page of Stan Liebowitz
http://www.utdallas.edu/~liebowit/
Path Dependence
Scott E. Page
Quarterly Journal of Political Science,
Volume 1, Number 1 (January 2006)
http://dx.doi.org/10.1561/100.00000006
Conceptualizing Continuity and Change:
The Composite-Standard Model of Path Dependence
Taylor C. Boas
Journal of Theoretical Politics, Volume 19, Number 1 (2007)
http://people.bu.edu/tboas/pathdependence.pdf
http://dx.doi.org/10.1177/0951629807071016
The Missing Link between the Theory and Empirics of Path
Dependence: Conceptual Clarification, Testability Issue, and
Methodological Implications
Jean-Philippe Vergne and Rodolphe Durand
Journal of Management Studies,
Volume 47, Number 4 (June 2010)
http://dx.doi.org/10.1111/j.1467-6486.2009.00913.x
The Growth Spiral: Money, Energy, and Imagination in the
Dynamics of the Market Process
Hans Christoph Binswanger
Springer, 2013, ISBN 978-3-642-31881-8
http://dx.doi.org/10.1007/978-3-642-31881-8
International Economics and Business:
Nations and Firms in the Global Economy, Second Edition
Sjoerd Beugelsduijk, Steven Brakman, Harry Garretsen,
and Charles van Marrewijk
Manifesto of the New Economy:
Institutions and Business Models of the Digital Society
Alxander Dolgin
Springer, 2012, ISBN 978-3-642-21277-2
http://dx.doi.org/10.1007/978-3-642-21277-2
Protecting Your Intellectual Property Rights:
Understanding the Role of Management, Governments,
Consumers and Pirates
Peggy Chaudhry and Alan Zimmerman
Springer, 2013, ISBN 9781-4614-5568-4
http://dx.doi.org/10.1007/978-1-4614-5568-4
Organizing Entrepreneurial Judgment: A New Approach to the
Firm
Nicolai J. Foss and Peter G. Klein
Bureaucracy: Three Paradigms
Neil Garston (Editor)
Springer, 1993, ISBN 978-94-011-1396-0
http://dx.doi.org/10.1007/978-94-011-1396-0
Arts, Sciences, and Economics: A Historical Safari,
Second Edition
Tonu Puu
Springer, 2015, ISBN 978-3-642-44130-5
http://dx.doi.org/10.1007/978-3-662-44130-5
Predictably Rational? – In Search of Defenses for Rational
Behavior in Economics
Richard B. McKenzie
Springer, 2010, ISBN 978-3-642-01586-1
http://dx.doi.org/10.1007/978-3-642-01586-1
Homo Oeconomicus: The Economic Model of Behaviour and
Its Applications in Economics and Other Social Sciences
Gebhard Kirchgassner
Springer, 2008, ISBN 978-0-387-72797-4
http://dx.doi.org/10.1007/978-0-387-72797-4
Behavioral Economics: A History
Floris Heukelom
Quantitative Eco-nomics: How sustainable are our economies?
Peter Bartelemus
Springer, 2008, ISBN 978-1-4020-6966-6
http://dx.doi.org/10.1007/978-1-4020-6966-6
The Economics of Symbolic Exchange
Alexander Dolgin
Springer, 2009, ISBN 978-3-540-79883-5
http://dx.doi.org/10.1007/978-3-540-79883-5
The Economics of Recreation, Leisure and Tourism,
Fourth Edition
John Tribe
Elsevier, 2011, ISBN 978-0-08-089050-0
Energy Efficiency: Towards the End of Demand Growth
Fereidoon P. Sioshansi (Editor)
Elsevier, 2013, ISBN 978-0-12-397879-0
Two Minds: Intuition and Analysis in Economic Thought
Roger Frantz
Springer, 2005, ISBN 978-0-387-23934-7
http://dx.doi.org/10.1007/b103871
Model Building in Economics: Its Purposes and Limitations
Lawrence A. Boland
Foundations of Pure Cost Theory
Heinrich von Stackelberg
Springer, 2014, ISBN 978-3-642-34537-1
http://dx.doi.org/10.1007/978-3-642-34537-1
The Philosophy of Economics: An Anthology, Third Edition
Daniel M. Hausman (Editor)
Understanding the Chinese Economies
Rongxing Guo
Elsevier, 2013, ISBN 978-0-12-397-826-4
Econometric Modelling with Time Series:
Specification, Estimation and Testing
Vance Martin, Stan Hurn, and David Harris
New Dilemmas for the Prisoner
Brian Hayes
American Scientist,
Volume 101, Number 6 (November-December 2013)
http://dx.doi.org/10.1511/2013.105.422
Insights into Game Theory:
An Alternative Mathematical Experience
Ein-Ya Gura and Michael B. Maschler
Game Theory: An Introduction, Second Edition
E.N. Barron
Wiley, 2013, ISBN 9781118547168
http://dx.doi.org/10.1002/9781118547168
Game Theory
Michael Maschler, Eilon Solan, and Shmuel Zamir
Evolution and Rationality:
Decisions, Co-operation and Strategic Behaviour
Samir Okasha and Ken Binmore (Editors)
Neuroeconomics: Decision Making and the Brain, Second Edition
Paul W. Glimcher and Ernst Fehr (Editors)
Elsevier, 2014, ISBN 978-0-12-416008-8
The Analytics of Uncertainty and Information, Second Edition
Sushil Bikhchandani, Jack Hirshleifer, and John G. Riley
Theory of Conditional Games
Wynn C. Sterling
Understanding Auctions
Asuncion Mochon and Yago Saez
Springer, 2015, ISBN 978-3-319-08813-6
http://dx.doi.org/10.1007/978-3-319-08813-6
Auction Theory, Second Edition
Vijay Krishna
Elsevier, 2010, ISBN 978-0-12-374507-1
Advances in Economics and Econometrics – Tenth World Congress
Daron Acemoglu, Manuel Arellano, and Eddie Dekel (Editors)
Volume I: Economic Theory
Volume II: Applied Economics
Volume III: Econometrics
Chapter 10 Justi’s Concept of Taxation
Karl Heinz Schmidt
http://dx.doi.org/10.1007/978-0-387-09779-4_10
The Beginnings of Political Economy:
Johann Heinrich Gottlob von Justi
Jurgen Georg Backhaus (Editor)
Springer, 2009, ISBN 978-0-387-09779-4
http://dx.doi.org/10.1007/978-0-387-09779-4
Leon Walras’s Economics: From Pure to Normative
Jan van Daal
http://dx.doi.org/10.1007/978-0-387-33757-9_5
From Walras to Pareto
Jurgen G. Backhaus and J. A. Hans Maks (Editors)
Springer, 2006, ISBN 978-0-387-33757-9
http://dx.doi.org/10.1007/978-0-387-33757-9
Chapter 3 Getting Back Max Weber from Sociology to Economics
http://dx.doi.org/10.1007/0-387-23085-8_3
The Soul of the German Historical School:
Methodological Essays on Schmoller, Weber, and Schumpeter
Yuichi Shionoya
Springer, 2005, ISBN 978-0-387-23083-2
http://dx.doi.org/10.1007/b100612
The Economic Order of the Future and the Economic
Sciences
http://dx.doi.org/10.1007/1-4020-2274-3_7
On the Theory of Social Science
http://dx.doi.org/10.1007/1-4020-2274-3_8
Otto Neurath - Economic Writings – Selections 1904-1945
Thomas E. Uebel and Robert S Cohen (Editors)
Springer, 2004, ISBN 978-1-4020-2274-6
http://dx.doi.org/10.1007/1-4020-2274-3
Keynesian Economics
The Concise Encyclopedia of Economics
Alan S. Binder
http://www.econlib.org/library/Enc/KeynesianEconomics.html
Articles on Keynes
Atlantic Economic Journal, Volume 34, Number 2 (June 2006)
http://link.springer.com/journal/11293/34/2/
Essays in Persuasion
John Maynard Keynes
Macmillan, 1931
http://www.gutenberg.ca/ebooks/keynes-essaysinpersuasion/keynesessaysinpersuasion-00-h.html
Capital, Accumulation, and Money: An Integration of Capital, Growth,
and Monetary Policy, Second Edition
Lester D. Taylor
Springer, 2010, ISBN 978-0-387-98169-7
http://dx.doi.org/10.1007/978-0-387-98169-7
Mises Daily – New articles appear every day
http://mises.org/daily/
Ludwig von Mises Institute
http://mises.org/
Library of Economics and Liberty
http://www.econlib.org/index.html
Guides: http://www.econlib.org/library/topics.html
Guide to College Economics Topics
http://www.econlib.org/library/Topics/College/CollegeT
opics.html
Ten Key Ideas:
Opening the Door to the Economic Way of Thinking
http://www.econlib.org/library/Topics/Guides/TenKeyId
eas.html
The Economy: Metaphors We (Shouldn’t) Live By
http://www.econlib.org/library/Columns/y2011/Borders
economy.html
The Concise Encyclopedia of Economics - Browse the
CEE by Category
http://www.econlib.org/library/CEECategory.html
CEE Biographies
http://www.econlib.org/library/CEEBiographies.html
Library of Economics and Liberty - Browse Book
Archives by Author
http://www.econlib.org/library/classicsauA.html
McMaster University – Archive for the History of
Economic Thought
http://socserv2.socsci.mcmaster.ca/~econ/ugcm/3ll3/in
dex.html
The Role of Money
Frederick Soddy (1934)
https://ia801405.us.archive.org/28/items/roleofmoney0
32861mbp/roleofmoney032861mbp.pdf
Internet Archive Digital Library
https://archive.org/
EconPapers – Economics at your fingertips
http://econpapers.repec.org/
RePEc (Research Papers in Economics)
http://repec.org/
=======================================
Economists ============================
Eminent Economists II: Their Life and Work Philosophies
Michel Szenberg and Lall B. Ramrattan (Editors)
=======================================
History of Economic Thought =============
Handbook of the History of Economic Thought:
Insights on the Founders of Modern Economics
Jurgen Georg Backhaus (Editor)
Springer, 2012, ISBN 978-1-4419-8336-7
http://dx.doi.org/10.1007/978-1-4419-8336-7
Paul Samuelson on the History of Economic Analysis:
Selected Essays
Steven G. Medema and Anthony M. C. Waterman (Editors)
Leon Walras, Elements of Theoretical Economics
or The Theory of Social Wealth
Translated and Edited by Donald A.Walker and Jan van Daal
opics.html
Ten Key Ideas:
eas.html
economy.html
CEE by Category
CEE Biographies
Archives by Author
McMaster University – Archive for the History of
Economic Thought
http://socserv2.socsci.mcmaster.ca/~econ/ugcm/3ll3/in
dex.html
The Role of Money
Frederick Soddy (1934)
https://ia801405.us.archive.org/28/items/roleofmoney0
32861mbp/roleofmoney032861mbp.pdf
Internet Archive Digital Library
https://archive.org/
EconPapers – Economics at your fingertips
http://econpapers.repec.org/
http://repec.org/
=======================================
Game Theory ==========================
Also see:
Game Theory shelf in the
Solving Mathematical Problems section.
Introduction
Harold W. Kuhn
http://press.princeton.edu/chapters/i7802.pdf
Theory of Games and Economic Behavior, Third Edition
John von Neumann and Oskar Morgenstern
Princeton University Press, 1953
https://archive.org/details/theoryofgamesand030098mbp
Game Theory
Michael Maschler, Eilon Solan, and Shmuel Zamir
Handbook of Game Theory: With Economic Applications
Volume 1
Robert Aumann and Sergiu Hart (Editors)
Elsevier, 1992, ISBN 978-0-444-88098-7
http://www.sciencedirect.com/science/handbooks/15740005/
1
Volume 2
Elsevier, 1994, ISBN 978-0-444-89427-4
2
Volume 3
Elsevier, 2002, ISBN 978-0-444-89428-1
3
Volume 4
H. Peyton Young and Shmuel Zamir (Editors)
Elsevier, 2015, ISBN 978-0-444-53766-9
4
Combinatorial Auctions
Peter Crampton, Yoav Shoam, and Richard Steinberg (Editors)
MIT Press, 2005, ISBN 9780262033428
http://dx.doi.org/10.7551/mitpress/9780262033428.001.0001
Decision Making using Game Theory:
An Introduction for Managers
Anthony Kelly
Playing for Real: A Text on Game Theory
Ken Binmore
Oxford University Press, 2007, ISBN 9780195300574
http://dx.doi.org/10.1093/acprof:oso/9780195300574.001.000
1
Understanding Auctions
Asuncion Mochon and Yago Saez
Springer, 2015, ISBN 978-3-319-08813-6
http://dx.doi.org/10.1007/978-3-319-08813-6
=======================================
Finance ===============================
Encyclopedia of Finance, Second Edition
Cheng-Few Lee and Alice C. Lee (Editors)
Springer, 2013, ISBN 978-1-4614-5360-4
http://dx.doi.org/10.1007/978-1-4614-5360-4
Handbook of Finance
Wiley, 1999-present, ISBN 9780470404324
http://dx.doi.org/10.1002/9780470404324
Encyclopedia of Quantitative Finance
Wiley, 1999-present, ISBN 9780470061602
Rama Cont (Editor-in-Chief)
http://dx.doi.org/10.1002/9780470061602
Finance: A Quantitative Introduction, Volume I
Piotr Staszkiewicz and Lucia Staszkiewica
Elsevier, 2015, ISBN 978-0-12-801584-1
Finance: A Quantitative Introduction
Nico van der Wijst
An Elementary Introduction to Mathematical Finance,
Third Edition
Sheldon M. Ross
Mathematical Finance
M. J. Alhabeeb
Wiley, 2012, ISBN 9781118106907
http://dx.doi.org/10.1002/9781118106907
An Introduction to the Mathematics of Finance:
A Deterministic Approach, Second Edition
S. J. Garrett
Elsevier, 2013, ISBN 978-0-08-098240-3
The Black-Scholes Model
Marek Capinski and Ekkehard Kopp
Probability for Finance
Ekkehard Kopp, Jan Malczak, and Tomasz Zastawniak
Financial Statistics and Mathematical Finance:
Methods, Models and Applications
Ansgar Steland
Wiley, 2012, ISBN 9781118316443
http://dx.doi.org/10.1002/9781118316443
Statistical Analysis of Financial Data in R, Second Edition
Rene Carmona
Springer, 2014, ISBN 978-1-4614-8788-3
http://dx.doi.org/10.1007/978-1-4614-8788-3
Analyzing Financial Data and Implementing Financial Models
Using R
Clifford S. Ang
Springer, 2015, ISBN 978-3-319-14075-9
http://dx.doi.org/10.1007/978-3-319-14075-9
Finance with Monte Carlo
Ronald W. Shonkwiler
Springer, 2013, ISBN 978-1-4614-8511-7
http://dx.doi.org/10.1007/978-1-4614-8511-7
Intermediate Financial Theory, Third Edition
Jean-Pierre Danthine and john B. Donaldson
Elsevier, 2015, ISBN 978-0-12-386549-6
Applied Asset and Risk Management: a Guide to Modern
Portfolio Management and Behavior-Driven Markets
Marcus Schulmerich, Yves-Michel Leporcher,
and Ching-Hwa Eu
Springer, 2015, ISBN 978-3-642-55444-5
http://dx.doi.org/10.1007/978-3-642-55444-5
An Introduction to the Mathematics of Financial Derivatives,
Third Edition
Ali Hirsa and Salih N. Neftci (Editors)
Elsevier, 2014, ISBN 978-0-12-384682-2
Data Modeling of Financial Derivatives:
A Conceptual Approach
Robert Mamayev
Springer, 2013, ISBN 978-1-4302-6590-0
http://dx.doi.org/10.1007/978-1-4302-6590-0
Project Finance in Theory and Practice:
Designing, Structuring, and Financing Private and Public
Projects
Stefano Gatti
Elsevier, 2013, ISBN 978-0-12-391946-5
Project Management Accounting:
Budgeting, Tracking, and Reporting Costs and Profitability,
Second Edition
Kevin R. Callahan, Gary S. Stetz, and Lynne M. Brooks
Wiley, 2011, ISBN 9781118269046
http://dx.doi.org/10.1002/9781118269046
Fundamentals of Engineering Economics and Decision Analysis
David Whitman and Ronald E. Terry
Morgan & Claypool, 2012, ISBN 9781608458653
http://dx.doi.org/10.2200/S00410ED1V01Y201203ENG018
Finance for Engineers: Evaluating and Funding of Capital
Projects
F.K. Grundwell
Springer, 2008, ISBN 978-1-84800-033-9
http://dx.doi.org/10.1007/978-1-84800-033-9
Fixed Income Mathematics
Robert Zipf
Elsevier, 2003, ISBN 978-0-12-781721-7
Emotions in Finance: Booms, Busts and Uncertainty,
Second Edition
Jocelyn Pixley
Doing Capitalism in the Innovation Economy:
Markets, Speculation and the State
William H. Janeway
Mobilizing Money:
How the World’s Richest Nations Financed Industrial Growth
Caroline Fohlin
Stochastic Calculus and Differential Equations for Physics and
Finance
Joseph L. McCauley
Numerical Methods in Finance with C++
Maciej J. Capinski and Tomasz Zastawhiak
Numerical Methods and Optimization in Finance
Manfred Gilli, Dietmar Maringer, and Enrico Schumann
Elsevier, 2011, ISBN 978-0-12-375662-6
Numerical Methods in Finance and Economics:
A MATLAB-Based Introduction, Second Edition
Paolo Brandimarte
Wiley, 2006, ISBN 9780470080498
http://dx.doi.org/10.1002/0470080493
How Markets Really Work:
A Quantitative Guide to Stock Market Behavior,
Second Edition
Laurence A. Connors and Cesar Alvarez
Wiley, 2013, ISBN 9781118531594
http://dx.doi.org/10.1002/9781118531594
Market Liquidity: Asset Pricing, Risk, and Crises
Yakov Amihud, Haim Mendelson, and Lasse Heje Pedersen
Rethinking Valuation and Pricing Models:
Lessons Learned from the Crisis and Future Challenges
Carsten S. When, Christian Hoppe, and Greg N. Gregoriou
(Editors)
Elsevier, 2013, ISBN 978-0-12-415875-7
Nonlinear Dynamics of Financial Crisis
Ionut Purica
Elsevier, 2015, ISBN 978-0-12-803275-6
Clearing, Settlement and Custody
David Loader
Elsevier, 2014, ISBN 978-0-08-098333-2
Credit Insurance
Miran Jus
Elsevier, 2013, ISBN 978-0-12-411458-6
Elements of Financial Risk Management, Second Edition
Peter F. Christoffersen
Elsevier, 2012, ISBN 978-0-12-374448-7
Managing Extreme Financial Risk:
Strategies and Tactics for Going Concerns
Karamjeet Paul
Elsevier, 2014, ISBN 978-0-12-417221-0
Handbook on Systemic Risk
Jean-Pierre Fouque and Joseph A. Langsam (Editors)
Insurance and Behavioral Economics:
Improving Decisions in the Most Misunderstood Industry
Howard C. Kunreuther, Mark V. Pauly, and Stacey McMorrow
Visual Guide to Financial Markets
David Wilson
Wiley, 2012, ISBN 9781118531815
http://dx.doi.org/10.1002/9781118531815
Basic Technical Analysis of Financial Markets:
A Modern Approach
Renato Di Lorenzo
Springer, 2013, ISBN 978-88-470-5421-9
http://dx.doi.org/10.1007/978-88-470-5421-9
Financial Trading and Investing
John L. Teall
Elsevier, 2013, ISBN 978-0-12-391880-2
Online Portfolio Selection: A Survey
Bin Li and Steven C. H. Hoi
ACM Computing Surveys,
Volume 46, Number 3 (January 2014)
http://dx.doi.org/10.1145/2512962
The Science of Algorithmic Trading and Portfolio Management
Robert Kissell
Elsevier, 2014, ISBN 978-0-12-401689-7
Investing in Hedge Funds:
A Guide to Measuring Risk and Return Characteristics
Turan G. Bali, Yigit Atilgan, K. Ozgur Demirtas
Elsevier, 2013, ISBN 978-0-12-404731-0
An Introduction to Trading in the Financial Markets:
Market Basics
R. “Tee” Williams
Elsevier, 2011, ISBN 978-0-12-374838-6
Trading, Markets, Instruments, and Processes
Elsevier, 2011, ISBN 978-0-12-374839-3
Technology – Systems, Data, and Networks
Elsevier, 2011, ISBN 978-0-12-374840-9
Global Markets, Risk, Compliance, and Regulation
Elsevier, 2012, ISBN 978-0-12-374837-9
Ben Graham Was a Quant: Raising the IQ of the Intelligent
Investor
Steven P. Greiner
Wiley, 2011, ISBN 9781118267042
http://dx.doi.org/10.1002/9781118267042
Mergers and Acquisitions Basics: All You Need To Know
Donald DePamphilis
Elsevier, 2011, ISBN 978-0-12-374948-2
Mergers and Acquisitions Basics: Negotiation and Deal
Structuring
Donald DePamphilis
Elsevier, 2011, ISBN 978-0-12-374949-9
Mergers, Acquisitions, and Other Restructuring Activities:
An Integrated Approach to Process, Tools, Cases, and
Solutions, Seventh Edition
Donald M. DePamphilis
Elsevier, 2014, ISBN 978-0-12-385487-2
International Money and Finance, Eighth Edition
Michael Melvin and Stefan C. Norrbin
Elsevier, 2013, ISBN 978-0-12-385247-2
=======================================
Financial Engineering ====================
A Primer for Financial Engineering:
Financial Signal Processing and Electronic Trading
Ali N. Akansu and Mustafa U. Torun
Elsevier, 2015, ISBN 978-0-12-801561-2
Principles of Financial Engineering, Third Edition
Robert L. Kosowski and Salih N. Neftci
Elsevier, 2015, ISBN 978-0-12-386968-5
Computational Finance: An Introductory Course with R
Argimiro Arratia
Springer, 2014, ISBN 978-94-6239-070-6
http://dx.doi.org/10.2991/978-94-6239-070-6
Computational finance: correlation, volatility, and markets
Katherine Bennett Ensor and Ginger M. Koev
Wiley Interdisciplinary Reviews: Computational Statistics,
Volume 6, Number 5 (September-October 2014)
http://dx.doi.org/10.1002/wics.1323
Practical Tools of Financial Engineering and Risk Management:
Tools for Modern Financial Professional
Rupak Chatterjee
Springer, 2014, ISBN 978-1-4302-6134-6
http://dx.doi.org/10.1007/978-1-4302-6134-6
Financial Engineering: The Evolution of a Profession
Tanya Beder and Cara M. Marshall
Wiley, 2011, ISBN 9781118266854
http://dx.doi.org/10.1002/9781118266854
=======================================
Math for Finance & Financial Engineering ====
Also see:
OR, Optimization, and Linear Programming shelf in the
Engineering section.
Introduction to Actuarial and Financial Mathematical Methods
S. J. Garrett
Elsevier, 2015, ISBN 978-0-12-800156-1
Mathematical Risk Analysis:
Dependence, Risk Bounds, Optimal Allocations and Portfolios
Ludger Ruschendorf
Springer, 2013, ISBN 978-3-642-33590-7
http://dx.doi.org/10.1007/978-3-642-33590-7
Modeling with Stochastic Programming
Alan J. King and Stein W. Wallace
Springer, 2012, ISBN 978-0-387-87817-1
http://dx.doi.org/10.1007/978-0-387-87817-1
Practical Applications of Evolutionary Computation to
Financial Engineering:
Robust Techniques for Forecasting, Trading and Hedging
Hitoshi Iba and Claus C. Aranha
Springer, 2012, ISBN 978-3-642-27648-4
http://dx.doi.org/10.1007/978-3-642-27648-4
Real and Convex Analysis
Erhan Cinlar and Robert J. Vanderbei
Springer, 2013, ISBN 978-1-4614-5257-7
http://dx.doi.org/10.1007/978-1-4614-5257-7
Risk and Portfolio Analysis: Principles and Methods
Henrik Hult, Filip Lindskog, Ola Hammarlid,
and Carl Johan Rehn
Springer, 2012, ISBN 978-1-4614-4103-8
http://dx.doi.org/10.1007/978-1-4614-4103-8
Statistical Analysis of Financial Data in R, Second Edition
Rene Carmona
Springer, 2014, ISBN 978-1-4614-8788-3
http://dx.doi.org/10.1007/978-1-4614-8788-3
Statistics and Data Analysis for Financial Engineering
David Ruppert
Springer, 2011, ISBN 978-1-4619-7787-8
http://dx.doi.org/10.1007/978-1-4419-7787-8
Statistical Methods for Financial Engineering
Bruno Remillard
CRC Press, 2013, ISBN 978-1-4398-5695-6
http://dx.doi.org/10.1201/b14285
Statistical Inference for Financial Engineering
Masanobu Taniguchi, Tomoyuki Amano, Hiroaki Ogata,
and Hiroyuki Taniai
Springer, 2014, ISBN 978-3-319-03497-3
http://dx.doi.org/10.1007/978-3-319-03497-3
Statistics of Financial Markets: An Introduction, Fourth Edition
Jurgen Franke, Wolfgang Karl Hardle,
and Christian Matthias Hafner
Springer, 2015, ISBN 978-3-642-54539-9
http://dx.doi.org/10.1007/978-3-642-54539-9
Fixed-Income Portfolio Analytics:
A Practical Guide to Implementing, Monitoring and
Understanding Fixed-Income Portfolios
David Jamieson Bolder
Springer, 2015, ISBN 978-3-319-12667-8
http://dx.doi.org/10.1007/978-3-319-12667-8
=======================================
Reference Material =====================
Economics of Finance, Handbook of the; Volume 2
George M. Constntinides, Milton Harris,
and Rene M. Stulz (Editors)
Part A, Pages 1-793
Elsevier, 2013, ISBN 978-0-444-53594-8
http://www.sciencedirect.com/science/handbooks/1574
0102/2/part/PA
Part B, Pages 799-1612
Elsevier, 2013, ISBN 978-0-444-59406-8
0102/2/part/PB
Evidence and Impact of Financial Globalization, The
Gerard Caprio Jr. (Editor-in-Chief)
Elsevier, 2013, ISBN 978-0-12-397874-5
8745
Financial Econometrics, Handbook of; Volume 1:
Tools and Techniques
Yacine Ait-Sahalia and Lars Peter Hansen (Editors)
Elsevier, 2010, ISBN 978-0-444-50897-3
8973
Financial Econometrics, Handbook of; Volume 2:
Applications
Yacine Ait-Sahalia and Lars Peter Hansen (Editors)
Elsevier, 2010, ISBN 978-0-444-53548-1
5481
Financial Econometrics and Statistics, Handbook of
Cheng-Few Lee and John C. Lee (Editors)
Springer, 2015, ISBN 978-1-4614-7750-1
http://dx.doi.org/10.1007/978-1-4614-7750-1
Health Economics, Handbook of; Volume One, Part A
Anthony J. Culyer and Joseph P. Newhouse (Editors)
Elsevier, 2000, ISBN 978-0-444-50470-8
0064/1/part/PA
Health Economics, Handbook of; Volume One, Part B
Anthony J. Culyer and Joseph P. Newhouse (Editors)
Elsevier, 2000, ISBN 978-0-444-50471-5
0064/1/part/PB
Health Economics, Handbook of; Volume Two
Mark V. Pauly, Thomas G. McGuire, and Pedro P. Barros
(Editors)
Elsevier, 2012, ISBN 978-0-444-53592-4
0064
Key Global Financial Markets, Institutions and
Infrastructure; Handbook of
Elsevier, 2013, ISBN 978-0-12-397873-8
8738
Law and Economics, Encyclopedia of
Jurgen Backhaus (Editor)
Springer, Live Reference – Constantly updated
http://dx.doi.org/10.1007/978-1-4614-7883-6
Safeguarding Global Financial Stability:
Political, Social, Cultural, and Economic Theories and
Models; Handbook of
Elsevier, 2013, ISBN 978-0-12-397873-8
8752
=======================================
Additional Web Resources ===============
opics.html
Ten Key Ideas:
eas.html
economy.html
CEE by Category
CEE Biographies
Archives by Author
IDEAS (research in Economics + free downloads)
https://ideas.repec.org/
http://repec.org/
Political Economy – Books
Marxists Internet Archive
https://www.marxists.org/subject/economy/index.htm
=======================================
Odds & Ends ===========================
Rational Decision-Making in Business Organizations
Nobel Memorial Lecture (8 December 1978)
Herbert A. Simon
http://www.nobelprize.org/nobel_prizes/economicsciences/laureates/1978/simon-lecture.pdf
Nobel Prize
http://www.nobelprize.org/
Handbook of Digital Currency:
Bitcoin, Innovation, Financial Instruments, and Big Data
David Lee Kuo Chuen (Editor)
Elsevier, 2015, ISBN 978-0-12-802117-0
Experimental Methods: A primer for economists
Daniel Friedman and Shyam Sunder
The Fed at One Hundred:
A Critical View on the Federal Reserve System
David Howden and Joseph T. Salerno (Editors)
Springer, 2014, ISBN 978-3-319-06215-0
http://dx.doi.org/10.1007/978-3-319-06215-0
Business Journalism: How to Report on Business and
Economics
Keith Hayes
Springer, 2014, ISBN 978-1-4302-6350-0
http://dx.doi.org/10.1007/978-1-4302-6350-0
The Marriage Motive: A Price Theory of Marriage – How
Marriage Markets Affect Employment, Consumption, and
Savings
Shoshana Grossbard
Springer, 2015, ISBN 978-1-4614-1623-4
http://dx.doi.org/10.1007/978-1-4614-1623-4
=======================================

Economics, Finance, and Financial Engineering

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