Mathematical Models in Portfolio Analysis

Description: This book explains portfolio modelling in financial mathematics as a consistent mathematical theory with all steps justified. The topics include mean-variance portfolio analysis and capital market theory. The book contains many examples with solutions. Linear algebra rather than calculus… Read More ›

Stochastic Calculus and Finance

Description: Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based… Read More ›

Numerical Methods for Finance

Description: Featuring international contributors from both industry and academia, Numerical Methods for Finance explores new and relevant numerical methods for the solution of practical problems in finance. It is one of the few books entirely devoted to numerical methods as… Read More ›