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#Marek Rutkowski: 9783540209669: Amazon.com: Books
enough-finance · 6 years
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At the Forefront of Modern Mathematical Finance This advanced text provides an excellent account of the current state-of-the art of options pricing/hedging models and interest rate term structure models. The book is accessible to both advanced practitioners of mathematical finance as well as to pure researchers in the field. Go to Amazon
yes, but ... I've been using this book on and off over the last year. At first I was very impressed with the level of detail in the mathematics, especially as it was the only book at the time focussing on risk-neutral methods and covering BGM. But I've become increasing disillusioned with it of late. It's difficult to explain, but although the whole book is written in traditional theorem-proof style, there are no real proofs! (I have a PhD in math and have done research for 10 years so I should know a little about proofs.) The only "proofs" provided are basically symbol shifting, but the heart of the math is strangely absent. This is especially strange given the Springer series in which it appears. Go to Amazon
Excellent introductory book to financial math This book takes you through the math of finance step-by-step, passing through very simple examples first and then slowly adding complexity to the models studied. It is written very clearly and the prerequisites to reading this book are only some basic notions of probabilities (sigma-fields, probability measures). Go to Amazon
Martingales & Finance I have used this book for two courses in my MSc degree in Financial Maths...well this book is hard to understand at first glance, but, once you are introduced with a good course on stochastic analysis and applied probability, this is an illuminating book...I particularly enjoyed the part on foreing equity derivatives and exotic derivatives.....Harmed with patience this is definitely the book by which you can effectively gain a sound a knowledge on modern mathematical finance theory....reading in conjunction with Bingham-Kiesel book, could help understanding the foundation of the subject. Go to Amazon
The best introduction to martingale method for asset pricing This is an excellent introduction to martingale method for asset pricing. The authors spell out most of the technical details and make it accessible for most technical inclined readers. Furthermore, the book covers not only equity derivatives modelling, but also interest rates modeling. Go to Amazon
excellent book for post-John-Hull readers This book covers essentially everything needed for a serious financial math study. It captures the spirit of modern financial math. For people with math, physics or engineering background, when you feel comfortable woth John Hull's books, then this book is right one, and a must one. Go to Amazon
A must read for financial engineers. This book is an essential encyclopedia for modern day derivatives quantitative analysts. The more one reads it the more one treasures it. I wish the second edition would contain more practical applications on cross market product analysis. Go to Amazon
Good condition! Perfect shipping time! It was good condition same as described and good cost. Go to Amazon
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enough-finance · 7 years
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At the Forefront of Modern Mathematical Finance This advanced text provides an excellent account of the current state-of-the art of options pricing/hedging models and interest rate term structure models. The book is accessible to both advanced practitioners of mathematical finance as well as to pure researchers in the field. Go to Amazon
yes, but ... I've been using this book on and off over the last year. At first I was very impressed with the level of detail in the mathematics, especially as it was the only book at the time focussing on risk-neutral methods and covering BGM. But I've become increasing disillusioned with it of late. It's difficult to explain, but although the whole book is written in traditional theorem-proof style, there are no real proofs! (I have a PhD in math and have done research for 10 years so I should know a little about proofs.) The only "proofs" provided are basically symbol shifting, but the heart of the math is strangely absent. This is especially strange given the Springer series in which it appears. Go to Amazon
Excellent introductory book to financial math This book takes you through the math of finance step-by-step, passing through very simple examples first and then slowly adding complexity to the models studied. It is written very clearly and the prerequisites to reading this book are only some basic notions of probabilities (sigma-fields, probability measures). Go to Amazon
Martingales & Finance I have used this book for two courses in my MSc degree in Financial Maths...well this book is hard to understand at first glance, but, once you are introduced with a good course on stochastic analysis and applied probability, this is an illuminating book...I particularly enjoyed the part on foreing equity derivatives and exotic derivatives.....Harmed with patience this is definitely the book by which you can effectively gain a sound a knowledge on modern mathematical finance theory....reading in conjunction with Bingham-Kiesel book, could help understanding the foundation of the subject. Go to Amazon
The best introduction to martingale method for asset pricing This is an excellent introduction to martingale method for asset pricing. The authors spell out most of the technical details and make it accessible for most technical inclined readers. Furthermore, the book covers not only equity derivatives modelling, but also interest rates modeling. Go to Amazon
excellent book for post-John-Hull readers This book covers essentially everything needed for a serious financial math study. It captures the spirit of modern financial math. For people with math, physics or engineering background, when you feel comfortable woth John Hull's books, then this book is right one, and a must one. Go to Amazon
A must read for financial engineers. This book is an essential encyclopedia for modern day derivatives quantitative analysts. The more one reads it the more one treasures it. I wish the second edition would contain more practical applications on cross market product analysis. Go to Amazon
Good condition! Perfect shipping time! It was good condition same as described and good cost. Go to Amazon
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enough-finance · 7 years
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