Academic Press Advanced Finance Series
San Diego, California: Academic Press, 2000
527pp, ISBN: 978-0-12-515392-8
This is an accessible, self-contained primer on the fundamentals of mathematical finance, especially the mathematics utilized in the pricing models of derivative instruments. It is aimed at derivatives traders, risk managers, and other users and developers of derivatives models, and helps reduce the cost of entry into the mathematical world of valuation, hedging, and risk measurement for derivatives positions.