Description: This book covers a broad range of topics in financial mathematics and quantitative modeling, from products and concepts, via model development, up to the calibration of models to market data and implementation of pricing algorithms.
Review Quotes:
From the reviews:
"The aim of this book is twofold. Firstly to equip the reader with the fundamental mathematical skills associated with modern finance and secondly to relate these skills to practical outcomes. ... It is written as an introductory text for senior undergraduates or early graduate students with a reasonable background in mathematics. ... For the interested reader references are provided if they wish to further enrich their knowledge. Also, at the end of each chapter a number of beneficial exercises are provided." (John O'Hara, zbMATH, Vol. 1273, 2013)