A Technical Guide to Mathematical Finance

A Technical Guide to Mathematical Finance

Forfatter: Derek Zweig
Forlag: CRC Press
Utgave: 1
Utgivelsesår: 2024
ISBN: 9781032687230

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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

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