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libcats.org
Mathematical Models of Financial Derivatives Y-KYue-Kuen KwokFrom the reviews of the second edition:''Mathematical Models of Financial Derivatives is a … comprehensive collection of known facts and techniques, as well as a methodologically thought-through textbook on derivative pricing in financial markets. The book is written both for a novice who will profit from its numerous and well-conceived exercises, and a practitioner who wants to brush up on finer points of the classical pricing theory behind a specific financial product. … it will certainly attract many a non-mathematician with an interest in quantitative methods in finance … .'' (Gordan Žitkovic, The Mathematical Association of America, March, 2009)''This book is written mainly as a textbook of modeling on derivative pricing theory for the students in financial engineering, computational finance etc. It provides basic knowledge of mathematical theory and applications of the financial derivatives. … This book can also be used as an Instructor’s Manual of reference of those in financial institutions.'' (Gong Guanglu, Zentralblatt MATH, Vol. 1146, 2008)
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