Financial Mathematics A Comprehensive Treatment
Produktdetaljer
Biographical note
Roman N. Makarov, Giuseppe Campolieti<p>"… brings together under a single cover a comprehensive and descriptive presentation of quantitative finance deftly organized into four major sections … A critically important acquisition for an academic library … especially recommended textbook for undergraduate and graduate students in the fields of mathematics, finance, actuarial science, and economics."<br />—<i>Library Bookwatch</i>, April 2014</p><p>"As the owner of literally thousands of books on the mathematics of arbitrage, I’m sorely tempted to sell my collection and buy this book as a replacement. Or better yet, one for the office and one for the home office. I commend the authors for their authoritative and comprehensive treatment."<br />—Peter Carr, PhD, Managing Director, Morgan Stanley, and Executive Director, NYU Courant Master of Science Program in Mathematics in Finance</p><p>"This is a monumental effort to bring together topics from quantitative finance into one book; one no longer needs to go to different references to get the full scope of contents in the book. The authors treat the subjects rigorously but with plenty of examples, paying close attention to an audience that may encounter the subject matter for the first time, but aware that others will have seen it in different form earlier and may be looking for a different angle. This is a book that will find its way into classrooms worldwide."<br />—Luis Seco, Professor, Department of Mathematics, University of Toronto</p>