The Mathematics of Finance has been a hot topic ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate textbooks in this area. This book is specifically written for advanced undergraduate or beginning graduate students in mathematics, finance or economics. This book concentrates on discrete derivative prici...(展开全部)

This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of 'no arbitrage'. The first part presents a relatively elementary introduction, restricting itself to the case of finite probability spaces. The second part consists of an updated edition of seven original research papers by the author...(展开全部)

Designed to form the basis of an undergraduate course in mathematical finance, this book builds on mathematical models of bond and stock prices and covers three major areas of mathematical finance that all have an enormous impact on the way modern financial markets operate, namely: Black-Scholes arbitrage pricing of options and other derivative securities; Markowitz portfolio o...(展开全部)

As with the first edition, Mathematics for Finance: An Introduction to Financial Engineering combines financial motivation with mathematical style. Assuming only basic knowledge of probability and calculus, it presents three major areas of mathematical finance, namely Option pricing based on the no-arbitrage principle in discrete and continuous time setting, Markowitz portfolio...(展开全部)

This popular text, publishing Spring 1999 in its Second Edition, introduces the mathematics underlying the pricing of derivatives. The increase of interest in dynamic pricing models stems from their applicability to practical situations: with the freeing of exchange, interest rates, and capital controls, the market for derivative products has matured and pricing models have bec...(展开全部)

An A to Z options trading guide for the new millennium and the new economy Written by professional trader and quantitative analyst Euan Sinclair, Option Trading is a comprehensive guide to this discipline covering everything from historical background, contract types, and market structure to volatility measurement, forecasting, and hedging techniques. This comprehen...(展开全部)

Introduction to Applied Math offers a comprehensive introductory treatment of the subject. The author’s explanations of Applied Mathema tics are clearly stated and easy to understand. The reference includes a wide range of timely topics from symmetric linear systems to optimization as well as illuminating hands-on examples.

One of the most widely read books among active option traders around the world, "Option Volatility & Pricing" has been completely updated to reflect the most current developments and trends in option products and trading strategies. It covers pricing models, volatility considerations, basic and advanced trading strategies, and risk management techniques. Written in clear, easy-...(展开全部)

Now in it's fourth edition, this classic work on logic presents the student with a clear, concise introduction to the subject of logic and its apllications. The first part of the book introduces the concepts and principles which make up the elements of logic, demonstrating that the concepts of logic are found in all branches of mathematics, and that logical laws are constantly ...(展开全部)

Based on a Based on a new classification of algorithm design techniques and a clear delineation of analysis methods, "Introduction to the Design and Analysis of Algorithms" presents the subject in a coherent and innovative manner. Written in a student-friendly style, the book emphasizes the understanding of ideas over excessively formal treatment while thoroughly covering the m...(展开全部)