Faithin Omaha eBook Collection

This book describes the modelling of prices of ?nancial assets in a simple d- crete time, discrete state, binomial framework. By avoiding the mathematical techn

Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been test

The book collects over 120 exercises on different subjects of Mathematical Finance, including Option Pricing, Risk Theory, and Interest Rate Models. Many of the

Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration an

An excellent basis for further study. Suitable even for readers with no mathematical background.