By
Claudio Albanese, Professor of Mathematical Finance, Imperial College, London, UK
Giuseppe Campolieti, Associate Professor of Mathematics,
SHARCNET Chair in Financial Mathematics, Wilfrid Laurier University, Waterloo, Ontario, Canada
Description
Written by leading academics and practitioners in the field of financial mathematics, the purpose of this book is to provide a unique
combination of some of the most important and relevant theoretical and practical tools from which any advanced undergraduate and graduate
student, professional quant and researcher will benefit. This book stands out from all other existing books in quantitative finance from
the sheer impressive range of ready-to-use software and accessible theoretical tools that are provided as a complete package. By proceeding
from simple to complex, the authors cover core topics in derivative pricing and risk management in a style that is engaging, accessible
and self-instructional. The book contains a wide spectrum of problems, worked-out solutions, detailed methodologies and applied mathematical
techniques for which anyone planning to make a serious career in quantitative finance must master. In fact, core portions of the book’
s material originated and evolved after years of classroom lectures and computer laboratory courses taught in a world-renowned professional
Master’s program in mathematical finance. As a bonus to the reader, the book also gives a detailed exposition on new cutting-edge theoretical
techniques with many results in pricing theory that are published here for the first time.
Included in series
Academic Press Advanced Finance
Audience:
Students in finance programs, particularly financial engineering.
