“Methods of Mathematical Finance,” Derivatives and Financial Instruments, IBFD, September/October 1999 DFI 1999-9 Methods Mathematical Finance
The book under review is a research monograph, suitable for people with a sophisticated understanding of mathematics. The authors use a reference to previous work of their throughout, Brownian Motion and Stochastic Calculus (Springer-Verlag 1991), and it is really necessary to read Mathematical Finance in conjunction with Brownian Motion.
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