An ideal introduction for those starting out as practitioners of mathematical finance, this book provides a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice. Strengths and weaknesses of different models, e.g. B[...]
Design patterns are the cutting-edge paradigm for programming in C++, and they are here discussed in depth using examples from financial mathematics. Assuming only a basic knowledge of C++ and mathematical finance, the reader learns how to produce well-designed, structured, reusable code via careful[...]
This concise yet comprehensive guide focuses on the mathematics of portfolio theory without losing sight of the finance.[...]
The only annotated edition of M. R. James's writings currently available, "Count Magnus and Other Ghost Stories" contains the entire first two volumes of James's ghost stories, "Ghost Stories of an Antiquary" and "More Ghost Stories of an Antiquary". These volumes are both the culmination of the nin[...]