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A Technical Guide to Mathematical Finance covers those foundational mathematical topics most important to an aspiring or professional quant. The text goes beyond a simple recitation of methods and aims to impart a genuine understanding of the fundamental concepts underpinning most of the techniques and tools routinely used by those working in quantitative finance. Features
Suitable for professional quants and graduate students in finance, and mathematical/quantitative finance
"Concept Refreshers" used throughout to provide pithy summaries of complex topics
Step-by-step detail for formal proofs and mathematical descriptions
A Technical Guide to Mathematical Finance covers those foundational mathematical topics most important to an aspiring or professional quant. The text goes beyond a simple recitation of methods and aims to impart a genuine understanding of the fundamental concepts underpinning most of the techniques and tools routinely used by those working in quantitative finance. Features
Suitable for professional quants and graduate students in finance, and mathematical/quantitative finance
"Concept Refreshers" used throughout to provide pithy summaries of complex topics
Step-by-step detail for formal proofs and mathematical descriptions
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