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