Books:
Pricing (Theory)
J.C. Hull, Options, Futures and Other Derivatives, 10th Ed., Pearson, 2018.
M. Capinski and T. Zastawniak, Mathematics for Finance: An Introduction to Financial Engineering, 2nd Ed., Springer, 2010.
S. Shreve, Stochastic Calculus for Finance, Vol. I, Springer, 2004.
S. Shreve, Stochastic Calculus for Finance, Vol. II, Springer, 2004.
Pricing (Computation):
R.U. Seydel, Tools for Computational Finance, 5th Ed., Springer, 2012.
P. Glasserman, Monte Carlo Methods in Financial Engineering, Springer, 2004.
D.J. Higham, An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation, 1st Ed., Cambridge University Press, 2004.
Portfolio Theory:
J.C. Francis and D. Kim, Modern Portfolio Theory: Foundations, Analysis, and New Developments, Wiley Finance, 2013.
S.P. Chakrabarty and A. Kanaujiya, Mathematical Portfolio Theory and Analysis, 1st Ed., Birkhauser, 2023.
Financial Risk Management:
J.C. Hull, Risk Management and Financial Institutions, 4th Ed., Wiley, 2016.
T. Roncalli, Handbook of Financial Risk Management, Chapman & Hall/CRC Financial Mathematics Series, 2020.
Sustainable Finance:
M. Hellmich and R. Kiesel, Carbon Finance: A Risk Management View, World Scientific, 2021.
T. Roncalli, Handbook of Sustainable Finance, SSRN, 2025.
Algorithmic and High Frequency Trading:
A. Cartea, S. Jaimungal and J. Penalva, Algorithmic and High-Frequency Trading, 1st Ed., Cambridge University Press, 2015.
FinTech:
A. Lipton and A. Treccani, Blockchain And Distributed Ledgers: Mathematics, Technology, and Economics, World Scientific, 2021.
Analytics in Business and Management:
U. Dinesh Kumar, Business Analytics: The Science of Data-Driven Decision Making, Wiley, 2021.
Pitabas Mohanty, Financial Analytics, Wiley, 2023.
R.K. Arora and Prerna Lal, Financial Risk Analytics: Measurement, Management and Examples in R, Wiley, 2022.
R.K. Arora and Prerna Lal, Credit Risk Analytics, Wiley, 2023.
Seema Gupta and Avadhoot Jathar, Marketing Analytics, Wiley, 2021.
T.A.S. Vijayaraghavan, Supply Chain Analytics, Wiley, 2021.
Rama Shankar Yadav and Sunil Maheshwari, HR Analytics: Connecting Data and Theory, Wiley, 2020.