Mastering Mathematical Finance Series

8 primary works • 8 total works
A series of short books that cover all the core topics and the most common electives offered in master's programs in mathematical/quantitative finance. The books are closely coordinated but each self-contained, so that they can be used efficiently in combination but also individually.
Discrete Models of Financial Markets
4.50
· 6 Ratings · published 2012 · 12 editions
This book explains in simple settings the fundamen…
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Numerical Methods in Finance with C++
Driven by concrete computational problems in quant…
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Stochastic Calculus for Finance
4.00
· 3 Ratings · published 2012 · 8 editions
This book focuses specifically on the key results …
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The Black–Scholes Model
4.50
· 2 Ratings · published 2012 · 9 editions
The Black-Scholes option pricing model is the firs…
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Probability for Finance
4.20
· 5 Ratings · 1 Reviews · published 2013 · 12 editions
Students and instructors alike will benefit from t…
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Portfolio Theory and Risk Management
With its emphasis on examples, exercises and calcu…
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Stochastic Interest Rates
4.00
· 1 Ratings · published 2015 · 5 editions
This volume in the Mastering Mathematical Finance …
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Credit Risk
4.00
· 1 Ratings · 5 editions
Modelling credit risk accurately is central to the…
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