Financial Derivatives: Pricing, Applications, and Mathematics
"...excellent for industry people and for the new masters programs in quantitative financial modeling and mathematical finance...Excellent, too, is the exposition and the writing style."Darrell Duffie, Stanford Business School"...excellent...it contains the most important ingredients for a successful textbook, viz, clarity and accessibility...it will also be useful to practitioners who need to brush up on underlying concepts."Dr. Sadek Wahba, Morgan Stanley Payne Webber"The book is fundamentally strong because it is both well-informed technically and also focused on the actual matters that matter in the markets."Martin Baxter, Nomura International, London