FE 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 Probability Primer for Mathematical Finance, by Elena Kosygina


4. Numerical Linear Algebra Methods for Financial Engineering Applications, by Dan Stefanica


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