Books on Mathematical Economics

General texts

• Martin Anthony, Norman Biggs (1996) Mathematics for Economics and Finance
• Jeffrey Baldani, James Bradfield, Robert Turner (2005) Mathematical Economics
• A. Colin Cameron, Pravin K. Trivedi (2005) Microeconometrics: Methods and Applications
• Ales Cerny (2009) Mathematical Techniques in Finance: Tools for Incomplete Markets
• Alpha C. Chiang, Kevin Wainwright (2005) Fundamental Methods of Mathematical Economics
• Dean Corbae, Maxwell B. Stinchcombe, Juraj Zeman (2009) An Introduction to Mathematical Analysis for Economic Theory and Econometrics
• Kamran Dadkhah (2007) Foundations of Mathematical and Computational Economics
• G. B. Dantzig (1999) Linear Programming and Extensions
• Gerard Debreu (1986) Mathematical Economics
• Avinash K. Dixit (1990) Optimization in Economic Theory
• Edward T. Dowling (2000) Schaum's Outline of Introduction to Mathematical Economics
• Jacob Engwerda (2005) LQ Dynamic Optimization and Differential Games
• Christian Francq, Jean-Michel Zakoian (2010) GARCH Models: Structure, Statistical Inference and Financial Applications
• Joel N. Franklin (1987) Methods of Mathematical Economics: Linear and Nonlinear Programming, Fixed-point Theorems (Classics in Applied Mathematics)
• Angel de la Fuente (2000) Mathematical Methods and Models for Economists
• Christian Gourieroux (1995) Statistics and Econometric Models, Vol.1
• Christian Gourieroux (1995) Statistics and Econometric Models, Vol.2
• Timothy Gowers, June Barrow-Green, Imre Leader (Eds.) (2008) The Princeton Companion to Mathematics
• R. Quentin Grafton, Timothy C. Sargent (1997) A Workbook in Mathematical Method For Economists
• D. Wade Hands (2003) Introductory Mathematical Economics
• Peter N. Hess (2001) Using Mathematics in Economic Analysis
• Michael Hoy, John Livernois, Chris Mckenna, Ray Rees, Ray Stengos (2011) Mathematics for Economics: With Student Solutions Manual & Instructor's Solutions Manual
• Kenneth Judd (1998) Numerical Methods in Economics
• Michael W. Klein (2002) Mathematical Methods for Economics
• Peter J. Lambert (1985) Advanced Mathematics for Economists
• Adam Ostaszewski (1993) Mathematics in Economics
• Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi CFA (2011) A Probability Metrics Approach to Financial Risk Measures
• Carl P. Simon, Lawrence Blume (1994) Mathematics for Economists
• Prof Knut Sydsaeter, Prof Peter Hammond, Prof Atle Seierstad, Prof Arne Strom (2008) Further Mathematics for Economic Analysis
• Akira Takayama (1985) Mathematical Economics
• Tamara Todorova (2010) Problems Book to Accompany Mathematics for Economists
• Darrell Turkington (2006) Mathematical Tools for Economics
• E. Roy Weintraub (1983) Mathematics for Economists

Books on Specific topics

• Masanao Aoki, Hiroshi Yoshikawa (2006) Reconstructing Macroeconomics: A Perspective from Statistical Physics and Combinatorial Stochastic Processes
• Hideaki Aoyama, Yoshi Fujiwara, Yuichi Ikeda, Hiroshi Iyetomi, Wataru Souma (2011) Econophysics and Companies: Statistical Life and Death in Complex Business Networks
• William Sims Bainbridge (2007) Progress in Convergence: Technologies for Human Wellbeing: 1093 (Annals of the New York Academy of Sciences)
• Martin W. Baxter (1996) Financial Calculus
• Gianni Betti, Achille Lemmi (Eds.) (2008) Advances on Income Inequality and Concentration Measures (Routledge Frontiers of Political Economy)
• Ken Binmore, Joan Davies (2002) Calculus: Concepts and Methods
• J. Robert Buchanan (2006) An Undergraduate Introduction to Financial Mathematics
• Alpha Chiang (1992) Elements of Dynamic Optimization
• Jon M. Conrad (2010) Resource Economics
• Kurt Dopfer, Jason Potts (2007) The General Theory of Economic Evolution
• Jon Doyle (2006) Extending Mechanics to Minds: The Mechanical Foundations of Psychology and Economics
• Alison Etheridge (2002) A Course in Financial Calculus
• Franklin M. Fisher (1998) Economic Analysis of Production Price Indexes
• Jean-Michel Grandmont (1985) Money and Value
• Karl E. Gustafson (2012) Antieigenvalue Analysis
• David C. Heath, Glen Swindle (Eds.) (2000) Introduction to Mathematical Finance
• Jack Hirshleifer (1992) The Analytics of Uncertainty and Information
• Robert Victor Horn (1993) Statistical Indicators
• Cliff Huang, Philip S. Crooke (1997) Mathematics and Mathematica for Economists
• Mark S. Joshi (2008) C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
• Harry M. Kaiser, Kent D. Messer (2011) Mathematical Programming for Agricultural, Environmental, and Resource Economics
• Josef Kallrath, John M. Wilson (1997) Business Optimisation
• Nikolai Alexandrovich Magnitsk, Sergey Vasilevich Sidorov (2006) New Methods for Chaotic Dynamics (World Scientific Series on Nonlinear Science: Series A)
• Brian McCall, John McCall (2007) Economics of Search: v. 1 (Routledge Advances in Experimental & Computable Economics)
• Alfredo Medio, Marji Lines (2001) Nonlinear Dynamics
• Ronald E. Miller, Peter D. Blair (2009) Input-Output Analysis: Foundations and Extensions
• Ryo Nagata (2004) Theory of Regular Economies
• John F. Nash (2007) The Essential John Nash
• Lars Tyge Nielsen (1999) Pricing and Hedging of Derivative Securities
• E. Ok (2007) Real Analysis with Economic Applications
• Quirino Paris (2010) Economic Foundations of Symmetric Programming
• L. A. Petrosjan, N.A. Zenkevich (1995) Game Theory (Series on Optimization)
• Garry D.A. Phillips, Elias Tzavalis (Eds.) (2007) The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis
• Rafael Herrerias Pleguezuelo, Jose Callejon Cespedes, Jose Manuel Herrerias Velasco (Eds.) (2006) Distribution Models Theory
• Stanley Pliska (1997) Introduction to Mathematical Finance
• Eric Rasmusen (2006) Games and Information: An Introduction to Game Theory
• Sheldon M. Ross (1999) An Introduction to Mathematical Finance
• Shayle R. Searle, Lois Schertz Willett (2001) Matrix Algebra for Applied Economics
• William T. Shaw (1998) Modelling Financial Derivatives with MATHEMATICA ®
• Ronald Shone (2001) An Introduction to Economic Dynamics
• Ross M. Starr (2011) General Equilibrium Theory: An Introduction
• Rangarajan K. Sundaram (1996) A First Course in Optimization Theory
• John Teall, Iftekhar Hasan (2002) Quantitative Methods for Finance and Investments
• Lyn C. Thomas, David B. Edelman, Jonathan N. Crook (2002) Credit Scoring and Its Applications (Monographs on Mathematical Modeling & Computation)
• K. Velupillai (2000) Computable Economics
• Paul Wilmott (1995) The Mathematics of Financial Derivatives
• John E. Woods (1990) The Production of Commodities: An Introduction to Sraffa
• W.T. Ziemba, Raymond G. Vickson (Eds.) (2006) Stochastic Optimization Models in Finance

General texts

Mathematics for Economics and Finance

Mathematical Economics

Microeconometrics: Methods and Applications

Mathematical Techniques in Finance: Tools for Incomplete Markets

Fundamental Methods of Mathematical Economics

An Introduction to Mathematical Analysis for Economic Theory and Econometrics

Foundations of Mathematical and Computational Economics

Linear Programming and Extensions

Mathematical Economics

Optimization in Economic Theory

Schaum's Outline of Introduction to Mathematical Economics

LQ Dynamic Optimization and Differential Games

GARCH Models: Structure, Statistical Inference and Financial Applications

Methods of Mathematical Economics: Linear and Nonlinear Programming, Fixed-point Theorems (Classics in Applied Mathematics)

Mathematical Methods and Models for Economists

Statistics and Econometric Models, Vol.1

Statistics and Econometric Models, Vol.2

The Princeton Companion to Mathematics

A Workbook in Mathematical Method For Economists

Introductory Mathematical Economics

Using Mathematics in Economic Analysis

Mathematics for Economics: With Student Solutions Manual & Instructor's Solutions Manual

Numerical Methods in Economics

Mathematical Methods for Economics

Advanced Mathematics for Economists

Mathematics in Economics

A Probability Metrics Approach to Financial Risk Measures

Mathematics for Economists

Further Mathematics for Economic Analysis

Mathematical Economics

Problems Book to Accompany Mathematics for Economists

Mathematical Tools for Economics

Mathematics for Economists

Books on Specific topics

Reconstructing Macroeconomics: A Perspective from Statistical Physics and Combinatorial Stochastic Processes

Econophysics and Companies: Statistical Life and Death in Complex Business Networks

Progress in Convergence: Technologies for Human Wellbeing: 1093 (Annals of the New York Academy of Sciences)

Financial Calculus

Advances on Income Inequality and Concentration Measures (Routledge Frontiers of Political Economy)

Calculus: Concepts and Methods

An Undergraduate Introduction to Financial Mathematics

Elements of Dynamic Optimization

Resource Economics

The General Theory of Economic Evolution

Extending Mechanics to Minds: The Mechanical Foundations of Psychology and Economics

A Course in Financial Calculus

Economic Analysis of Production Price Indexes

Money and Value

Antieigenvalue Analysis

Introduction to Mathematical Finance

The Analytics of Uncertainty and Information

Statistical Indicators

Mathematics and Mathematica for Economists

C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)

Mathematical Programming for Agricultural, Environmental, and Resource Economics

Business Optimisation

New Methods for Chaotic Dynamics (World Scientific Series on Nonlinear Science: Series A)

Economics of Search: v. 1 (Routledge Advances in Experimental & Computable Economics)

Nonlinear Dynamics

Input-Output Analysis: Foundations and Extensions

Theory of Regular Economies

The Essential John Nash

Pricing and Hedging of Derivative Securities

Real Analysis with Economic Applications

Economic Foundations of Symmetric Programming

Game Theory (Series on Optimization)

The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis

Distribution Models Theory

Introduction to Mathematical Finance

Games and Information: An Introduction to Game Theory

An Introduction to Mathematical Finance

Matrix Algebra for Applied Economics

Modelling Financial Derivatives with MATHEMATICA ®

An Introduction to Economic Dynamics

General Equilibrium Theory: An Introduction

A First Course in Optimization Theory

Quantitative Methods for Finance and Investments

Credit Scoring and Its Applications (Monographs on Mathematical Modeling & Computation)

Computable Economics

The Mathematics of Financial Derivatives

The Production of Commodities: An Introduction to Sraffa

Stochastic Optimization Models in Finance