The second edition of a successful text providing the working knowledge needed to become a good quantitative analyst. An ideal introduction to mathematical fina

This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical

Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this book provides an accessible introduction to the stochastic

This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models

A balanced introduction to the theoretical foundations and real-world applications of mathematical finance The ever-growing use of derivative products makes it