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This book explores the mathematics that underpins pricing models for derivative securities such as options, futures and swaps in modern markets. Models built upon the famous Black-Scholes theory require sophisticated mathematical tools drawn from modern stochastic calculus. However, many of the underlying ideas can be explained more simply within a discrete-time framework. This is developed extensively in this substantially revised second edition to motivate the technically more demanding continuous-time theory.
This book explores the mathematics that underpins pricing models for derivative securities such as options, futures and swaps in modern markets. Models built up
An innovative textbook for use in advanced undergraduate and graduate courses; accessible to students in financial mathematics, financial engineering and econom
Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduc
This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance. Th