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Reference Texts Blog
A blog listing reference texts for the mathematical finance graduate program, including introductory and advanced mathematical finance; probability, statistics, and stochastic processes and stochastic differential equations; computational finance; numerical methods; and computer programming.
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Mathematical Finance Master's Program

Department of Mathematics, Hill 348
Hill Center for Mathematical Sciences
Rutgers, The State University of New Jersey
110 Frelinghuysen Road
Piscataway, NJ 08854-8019

Email: finmath (at)
Phone: +1.848.445.3920
Fax: +1.732.445.5530