"An essential resource for anyone studying mathematics as part of their economics, management or business course. Mathematics for Economics and Business assumes very little prior knowledge of maths, starting with the basics and gradually building up to more advanced topics, maki…
"Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner. It extends SABR to a negative rates environment, and shows how to generalize it to a similar model wi…
Apunts de dos cursos impartits pels autors a la Barcelona Summer School on Stochastic Analysis, al Centre de Recerca Matemàtica (Bellaterra, Barcelona) del 23 al 27 de juliol de 2012.
"This textbook invites the reader to develop a holistic grounding in mathematical finance, where concepts and intuition play as important a role as powerful mathematical tools. Financial interactions are characterized by a vast amount of data and uncertainty; navigating the inhe…
