Books by Former Students

Some former students of the Mathematical Finance programme have recently published books:

• Antulio Bomfim: Understanding Credit Derivatives
  • Understanding Credit Derivatives offers a comprehensive introduction to the credit derivatives market. Rather than presenting a highly technical exploration of the subject, it offers intuitive and rigorous summaries of the major subjects and the principal perspectives associated with them. The centerpiece is pricing and valuation issues, especially discussions of different valuation tools and their use in credit models.
• Philip Gisdakis: Active Credit Portfolio Management
  • The strong growth of the credit derivatives market and the accelerating development of new instruments offers various strategies. This book shows how to use financial models to actively manage credit portfolios and how to implement efficient credit portfolio strategies.
• Maria-Angels Oliva: International Trade
  • Modern comprehensive textbook for standard courses on International Trade
  • Combines traditional analysis with a range of recent thinking on topical issues
  • Draws upon recent events to illustrate major debates within International Trade
  • Rigorous yet accessible presentation of technical, theoretical, and empirical results in the field.
• Bartholomew Dowling: Evolutionary Finance
  • The purpose of this book is to introduce the field of bioinformatics to financial modelling. It focuses on the way information informs price, and constructs a framework to explain information generation and the agglomeration process, enabling the reader to make more effective financial decisions. Based on all aspects of applied finance, this book uses informational analysis to help the reader understand the similarities between biomathematics and financial mathematics.