Financial Derivatives in Theory and Practice PDF
403 Pages·2000·18.463 MB·English
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Preview Financial Derivatives in Theory and Practice
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I don't know why the previous reviewer said the book contains no mathematical proofs, but this statement is completely false. I have the book in front of me here, and it looks like all the theorems are accompanied with complete proofs. I don't mean to provide a complete review here, but the contents looks good, and so does the choice of topics. It certainly deserves more than 2 stars. While the level of mathematical sophistication is not that of Karatzas & Shreeve's, it is certainly above the level of a lot of prople in finance except those with a mathematical background. For a simpler book you may want to read Hull or something else (you have about 500,000 other books to choose from, isn't that great?)
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