800+ pages book . Contains explanation and C++ implemntation examples for inverse FFT, wavelet, haar transform, hypergeometric functions, etc.

Book by Prof.dr. C.G. Koedijk
on market Microstructure studies on the role, informational content and pricing of financial derivatives

This book is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide ragne of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, form model choice, deriving prices and Greeks using (sem-) analytic aand simulation techniques, and calibration even for exotic options.

The book is available from all major bookstores. We also provide download for all the codes used in the book!

110 page book by St

good book for beginners. enjoy!

Book based on notes, but good coverage ~500 pages

250+ pages book on Finite difference

This book is "Introduction to Probability" by Charles M GrinStead

book by Uwe Wystup
Note : it does not allow print when you open it using PDF reader, but you might be able to print it with ghostscript

This is online versin of book By Paul Glasserman

Not possible to download, but I found that you can read it without restrictions.

Anyone has the trick on how to save or print it? I will be very thankful