The Journal of the American Statistical Association
"This is an excellent book for anyone who want an intuitive understanding of the use of stochastic calculus in financial engineering."
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I view this text as a complete outline or guide to the mathematics and ideas of financial calculus and derivative pricing.This is not meant disparagingly. Read morePublished 3 months ago by Paul A. Bonyak
Baxter captures many of the core concepts of mathematical finance without requiring 300 pages of introductory mathematics. Read morePublished 24 months ago by Tony
Okay this is an intro, but you should have at least an understanding of Calculus. The purpose of this book is not to teach the fundamentals of the math, it teachs the financial... Read morePublished on February 5, 2012 by Marc Mest
It's written in a way that is engaging, which is refreshing, and the concepts are written pretty clearly. Read morePublished on January 20, 2011 by Fabrice Rouah
Someone recommended me this book, claiming it was one of the best introductory books in derivative pricing in the market. Read morePublished on April 6, 2010 by stupid engineer
This book has a good coverage of Financial Calculus and Stochastic Calculus, however, there should be more mathematical steps involved in solving problems and creating theorems in... Read morePublished on February 12, 2009 by Avid Reader
Works at Nomura International in London.
He was a Fellow for four years at Pembroke College, Cambridge, has held a one-year visiting position at the... Read more
I think this is one of the best introductions to mathematical finance around. Unfortunately, the book was out of print when I taught the subject, so I never got to test it as a... Read morePublished on November 6, 2007 by Amazon Customer
This is a great book, no doubt about it...
The basic ideas and tools of mathematical finance (Arbitrage Pricing Theory, Stochastic Calculus, Martingale Measure) are... Read more