An introduction to quantitative finance (Q2846563)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An introduction to quantitative finance |
scientific article; zbMATH DE number 6206222
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An introduction to quantitative finance |
scientific article; zbMATH DE number 6206222 |
Statements
5 September 2013
0 references
financial derivatives
0 references
quantitative finance
0 references
An introduction to quantitative finance (English)
0 references
The book is based on the author's upper level undergraduate statistics course at Harvard, yet written in a non-pedagogical manner. The facts are listed and explained in the way a practitioner would like them. Basic undergraduate requirements make the book easy to read. Financial derivatives are the core of the book, and the author is doing a very good job in covering a lot of the items and issues therein. I would recommend the book to students and practitioners, as a motivated guide into the subject. However, for proofs and mathematical justifications (including solutions to the proposed exercises in the book), one should look somewhere else.
0 references