Books
Members of the Centre have published the following titles in mathematical and computational finance and economics and others are in preparation. The final book in this list, Mathematical Models in Economics, is available to download from this website; click on its title to access it.
Commodities (2015)
M A H Dempster & K Tang (Eds.)
Mathematical Finance Series, Chapman & Hall CRC, Boca Raton, FL
The Euro in Danger: Reform and Reset (2011)
J S Chadha, M A H Dempster & D Pickford
Searching Finance
Stochastic Optimization Methods in Finance and Energy (2011)
M Bertocchi, G Consigli & M A H Dempster (Eds.)
Springer
Stochastic Financial Models (2010)
Mathematical Finance Series, Chapman & Hall CRC, Boca Raton, FL
Quantitative Fund Management (2009)
M A H Dempster, G Mitra & G Pflug, eds
Mathematical Finance Series, Chapman & Hall CRC, Boca Raton, FL
Interest Rate Models: An Infinite Dimensional Stochastic Analysis Perspective (2006)
R A Carmona & M Tehranchi
Springer
Risk Management: Value at Risk and Beyond (2002)
M A H Dempster, ed
Newton Institute Proceedings Series, Cambridge University Press
Numerical Methods in Finance (1997)
L C G Rogers & D Talay, eds
Newton Institute Proceedings Series, Cambridge University Press
Mathematics of Derivative Securities (1997)
M A H Dempster & S R Pliska, eds
Newton Institute Proceedings Series, Cambridge University Press
Mathematical Models in Economics (1990) - downloadable here
M O L Bacharach, M A H Dempster & J L Enos, eds
University of Oxford