John Wiley & Sons Ltd, The Atrium, Southe Gate, Chichester, West
Sussex PO19 8SQ, England, 2007. - 724 р.
ISBN 978-0-470-31958-1
In this book I present classical quantitative finance. The book is suitable for students on
advanced undergraduate finance and derivatives courses, MBA courses, and graduate
courses that are mainly taught, as opposed to ones that are based on research. The
text is quite self-contained, with, I hope, helpful sidebars (‘Time Out’) covering the more
mathematical aspects of the subject for those who feel a little bit uncomfortable. Little prior
knowledge is assumed, other than basic calculus, even stochastic calculus is explained
here in a simple, accessible way.
By the end of the book you should know enough quantitative finance to understand
most derivative contracts, to converse knowledgeably about the subject at dinner parties,
to land a job on Wall Street, and to pass your exams.
ISBN 978-0-470-31958-1
In this book I present classical quantitative finance. The book is suitable for students on
advanced undergraduate finance and derivatives courses, MBA courses, and graduate
courses that are mainly taught, as opposed to ones that are based on research. The
text is quite self-contained, with, I hope, helpful sidebars (‘Time Out’) covering the more
mathematical aspects of the subject for those who feel a little bit uncomfortable. Little prior
knowledge is assumed, other than basic calculus, even stochastic calculus is explained
here in a simple, accessible way.
By the end of the book you should know enough quantitative finance to understand
most derivative contracts, to converse knowledgeably about the subject at dinner parties,
to land a job on Wall Street, and to pass your exams.