The second edition of a successful text providing the working knowledge needed to become a good quantitative analyst. An ideal introduction to mathematical fina

Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this book provides an accessible introduction to the stochastic

This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models

This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical

This textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without