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This book offers an accessible yet rigorous introduction to the key areas of mathematics essential for success in quantitative finance. It covers topics such as:
mathematical logic
Euclidean and other spaces
set theory and topology
sequences and series
probability theory
calculus
The emphasis is on teaching readers to "think in mathematics" rather than simply apply formulas by rote, fostering deep theoretical understanding alongside practical applications in portfolio theory, investment banking, option pricing, and insurance risk management. Each chapter includes both theoretical foundations and relevant financial applications, accompanied by problem sets. The text also offers supporting materials—solutions manuals for students and instructors—to reinforce learning
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Publisher: MIT Press
Publishing Year: 2010
ISBN: 978-0262013697
Pages: 747