The Mathematics of Financial Derivatives

von Paul (Imperial College of Science, Technology and Medicine, Kategorie: Lexika ISBN: 0521497892 Kommentar abgeben

What I like about this book in particular is that it does not pound on theories with proofs after proofs. It just presents what one needs to know.

Thumbs up!

not a good student introduction
Assumes more than the stated early calculus and probability, therefore it would have been more beneficial to the student if greater rigor had been employed.The hints to exercises throw down the gauntlent so maybe my rating should be 2.5 stars.

A very good for self-study!
I purchased this book sometmes ago and read it with interest. It's quite good introductory book for me (non-finance major). I can understand the rule of game they play in this subject. Mathematics background and computer program inthe book are well treated. Actually, there are a lot of equilivalent things to some physical science for most of these partial differential equation.

As my major is Polymer Physics, I encourage anyone who want to learn something more in this new financial area. This book give a key to open a door to finance!

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