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Frank Fabozzi – The Mathematics of Financial Modeling and Investment Management
Suresh Sundaresan – Continuous-Time Methods in Finance. A Review and an Assessment
Michael Reed, Barry Simon – Methods of Modern Mathematical Physics. Fournier Analysis, Self-Adjointness
Frank H.Knight – Risk, Uncertainty and Profit
Jan Brinkhuis, Vkadimir Tikhomirov – Optimization. Insights and Applications
L.F.Shampine, R.C.Allen, S.Pruess – Fundamentals of Numerical Computing
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