- Financial Engineering and Risk Management Part I | Columbia University | Coursera
- Recommended by someone who majored in the financial engineering.
- Financial Engineering and Risk Management Part II?| Columbia University | Coursera
- David G. Luenberger (2013) Investment Science. 2nd Ed.?Oxford University Press
- very good introduction to mathematical finance – Amazon users’ reviews
- This textbook introduces the basics of asset pricing theory and portfolio optimization at a level suitable to advanced undergraduates.?- Amazon users’ reviews
- Luenberger was a professor of optimization?- Amazon users’ reviews
- This should be a required text for all financial engineering and computational finance students.?- Amazon users’ reviews
- His book is a good step for those who want to keep on studying portfolio analysis, CAPM, asset pricing and stochastic process.?- Amazon users’ reviews