The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk)
The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk) Description
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I am a math finance student who will soon start a summer internship on Wall Street. I want to leave feedback for the best and worst books that I used in my studies so far. This is a very comprehensive book, written by a former practitioner and covering material the way a practitioner would. For example, it starts by talking about Risk, and not about options like most other books would. It covers a vast number of topics, from numerical methods (trees) to stochastic calculus. It is more of a reference book then a textbook, but an excellent one! The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk)
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