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“Its focus on financial engineering and the actual use of derivative instruments makes Neftci’s book an extremely useful complement to the standard introductions to derivative pricing and financial mathematics. The value of the text has been enhanced further by the addition of five chapters on structured [...]
This is the ‘Elements of Style’ for Quantitative Finance: compact, style-setting, purposeful, and designed for the new learner. This book shouldn’t be necessary: it reviews basic material that is elsewhere covered by bookshelves (library wings?) full of larger texts on the same topics. Instead, what’s amazing is that it can replace an entire bookshelf [...]
This book is going to require that you have had a few semesters of Calculus under your belt, but if you have this looks like interesting reading as far as the math is concerned. The writing is a little dry and the author pretty much runs through his mathematical proofs and then sometimes he [...]
“Paul Wilmott Introduces Quantitative Finance, Second Edition” is an accessible introduction to the classical side of quantitative finance specifically for university students. Adapted from the comprehensive, even epic works “Derivatives” and “Paul Wilmott on Quantitative Finance, Second Edition”, it includes carefully selected chapters to give the student a thorough understanding of futures, options and [...]
Product Description
This book is meant to build the solid mathematical foundation required to understand the quantitative models used financial engineering. The financial applications range from the Put-Call parity, bond duration and convexity, and the Black-Scholes model, to the numerical estimation of the Greeks, implied volatility, and [...]
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