Detailed guidance on the mathematics behind equity derivatives Problems and Solutions in Mathematical Finance Volume II is an innovative reference for quantitat

Your complete guide to mastering basic and advanced techniques for interest rate derivative modeling and pricing Interest rate trading constitutes the largest s

Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential

Mathematical finance requires the use of advanced mathematicaltechniques drawn from the theory of probability, stochasticprocesses and stochastic differential e

The foundation for the subject of mathematical finance was laid nearly 100 years ago by Bachelier in his fundamental work, Theorie de la speculation. In this wo

An introduction to the mathematical theory and financial models developed and used on Wall Street Providing both a theoretical and practical approach to the und

An introduction to the mathematical theory and financialmodels developed and used on Wall Street Providing both a theoretical and practical approach to theunder

This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and L(r)vy processes, stocha