Financial Engineering Advanced Background Series

The books published in the Financial Engineering Advanced Background Series are meant to build the solid mathematical foundation required to understand the quantitative models used financial engineering.


1. A Primer for the Mathematics of Financial Engineering, Second Edition, by Dan Stefanica. FE Press, 2011


2. Solutions Manual – A Primer for the Mathematics of Financial Engineering, Second Edition, by Dan Stefanica. FE Press, 2011


3. A Numerical Linear Algebra Primer for Financial Engineering, by Dan Stefanica. FE Press, 2014


4. Solutions Manual – A Numerical Linear Algebra Primer for Financial Engineering, by Dan Stefanica. FE Press, August 2016


5. A Probability Primer for Mathematical Finance, by Elena Kosygina


6. Differential Equations with Numerical Methods for Financial Engineering, by Dan Stefanica and Tai-Ho Wang