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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
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Categories: Business & Economics
Type: BOOK - Published: 1996-09-19 - Publisher: Cambridge University Press

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A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.
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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Learn how quantitative models can help fight client problems head-on Before financial problems can be solved, they need to be fully understood. Since in-depth q