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