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