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A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.
A Course in Financial Calculus
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Type: BOOK - Published: 2002-08-15 - Publisher: Cambridge University Press

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Finance provides a dramatic example of the successful application of mathematics to the practical problem of pricing financial derivatives. This self-contained
Introduction to Stochastic Calculus with Applications
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This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of
Stochastic Calculus and Financial Applications
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Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Elementary Calculus of Financial Mathematics
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Financial mathematics and its calculus introduced in an accessible manner for undergraduate students. Topics covered include financial indices as stochastic pro