An introduction to mathematical concepts useful in understanding the algorithms used in finance, especially in option pricing and portfolio management. Concepts are introduced in the context of financial questions and illustrated with examples. The result is a uniform treatment of the subject suitable for students and practitioners in mathematical finance.
- ISBN10 0521621143
- ISBN13 9780521621144
- Publish Date 1 June 2020
- Publish Status Active
- Out of Print 8 May 2012
- Publish Country GB
- Imprint Cambridge University Press
- Format Hardcover
- Pages 300
- Language English