An introduction to the mathematical theory and financial models developed and used on Wall Street Providing both a theoretical and practical approach to the und
This self-contained book presents the theory underlying the valuation of derivative financial instruments, which is becoming a standard part of the professional
A rigorous, unfussy introduction to modern probability theory that focuses squarely on applications in finance.
Provides a foundation for probability based on game theory rather than measure theory. A strong philosophical approach with practical applications. Presents in-
