||||From the reviews:|“Mathematical Methods for Financial Markets provides a comprehensive overview of mathematical research inspired by financial markets, primarily derivative-securities markets. … Mathematicians interested in finance who are train
Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to practitioners and mathematicians alike. It interlaces financial concepts such as arbitrage opportunities, admissible strategies, contingent claims, option pricing and default risk with...
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