Lectures on Financial Mathematics
By:"Greg Anderson","Alec N. Kercheval"
Published on 2010 by Morgan & Claypool Publishers
This is a short book on the fundamental concepts of the no-arbitrage theory of pricing financial derivatives. Its scope is limited to the general discrete setting of models for which the set of possible states is finite and so is the set of possible trading times--this includes the popular binomial tree model. This setting has the advantage of being fairly general while not requiring a sophisticated understanding of analysis at the graduate level. Topics include understanding the several variants of \
This Book was ranked 16 by Google Books for keyword financial mathematics.
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