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Title links lead to book details on the IFoA Library catalogue. From there, IFoA members and students can 'Request' the book from the IFoA Library Service, subject to availability. Members can also follow the ‘Access eBook’ links below after logging in through the member portal.
CM2 core reading for the current year is the key study reference for this exam and is available from the IFoA e-shop.
Students may also work with the study guide and course materials for this exam from an IFoA recognised tuition provider.
Titles are listed alphabetically
- Ethics in quantitative finance. Johnson, T. Palgrave Macmillan, 2017. ISBN 9783319610382. The title is referenced in CM2 Core Reading, Unit 3.
Access ebook after member login. - Financial calculus: an introduction to derivative pricing. Baxter, M.; Rennie, A. CUP, 1996. ISBN 9780521552899
Access eBook after member login - Financial economics: with applications to investments, insurance and pensions. Panjer, H. H. (ed) The Actuarial Foundation, 2001. ISBN 9780938959489
- Interest rate models: an introduction. Cairns, Andrew J. G. Princeton University Press, 2004. ISBN: 0691118949
Access eBook after member login - Introduction to mathematical portfolio theory. Joshi, Mark S.; Paterson, Jane M. Cambridge University Press, 2013. ISBN 9781107042315
- Louis Bachelier's Theory of Speculation: the origins of modern finance. Bachelier, Louis; Davies, M. and Etheridge, A. (translators). Princeton University Press, ISBN 9780691117522. The Title is referenced in CM2 Core Reading, Unit 3.
- Modern portfolio theory and investment analysis. 9th ed. Elton, E. J.; Gruber, M. J.; Brown, S. J. et al. John Wiley, 2014. ISBN 9781118469941
- Library holds earlier editions: 8th ed., 2010
- Options, futures and other derivatives. 11th edition, 2021. ISBN 9781292410623
Access eBook after member login- The 11th edition is also suggested reading for subject CM2, and core reading for SP6 and SA7 subjects of the IFoA exam curriculum from 2019.
- The IFoA Library has other editions of this title.