Mathematical finance is a vast subject and is an ever growing field that no single book can cover everything, nor should it try to do so. Following on from the detailed treatment on stochastic calculus in volume I, this volume focuses on solving equity, currency and commodity derivative problems fac[...]
Mathematical finance is one of the most popular courses at universities and the development in this field is getting more and more sophisticated. Although the progress in mathematical finance has been substantial in recent years, the mathematical principles behind it have not changed in any fundamen[...]