An introduction to quantitative finance (Q2846563)

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scientific article; zbMATH DE number 6206222
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    An introduction to quantitative finance
    scientific article; zbMATH DE number 6206222

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      5 September 2013
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      financial derivatives
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      quantitative finance
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      An introduction to quantitative finance (English)
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      The book is based on the author's upper level undergraduate statistics course at Harvard, yet written in a non-pedagogical manner. The facts are listed and explained in the way a practitioner would like them. Basic undergraduate requirements make the book easy to read. Financial derivatives are the core of the book, and the author is doing a very good job in covering a lot of the items and issues therein. I would recommend the book to students and practitioners, as a motivated guide into the subject. However, for proofs and mathematical justifications (including solutions to the proposed exercises in the book), one should look somewhere else.
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