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Designed to form the basis of an undergraduate course in mathematical finance, this book builds on mathematical models of bond and stock prices and covers three major areas of mathematical finance tha…

Dealing With Financial Risk is a clear and colorful guide to the peaks and crevasses of financial risk management, leading readers through the theory and practice of risk-taking. In addition, it looks…

This book brings together in one volume both a complete, rigorous and yet readable account of the mathematics underlying derivative pricing and a guide to applying these ideas to solve real pricing pr…

This book is awesome. It starts with bedrock concepts needed for analysis of financial data and it takes the student up to the most recent and important techniques used in the industry today. However,…

Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new m…

During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical na…