This textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without
Mathematical finance has grown into a huge area of research which requires a lot of care and a large number of sophisticated mathematical tools. Mathematically
This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion- driven asset prices, it develo
A balanced introduction to the theoretical foundations and real-world applications of mathematical finance The ever-growing use of derivative products makes it
This book’s primary objective is to educate aspiring finance professionals about mathematics and computation in the context of financial derivatives. The auth