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A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.

Finance provides a dramatic example of the successful application of mathematics to the practical problem of pricing financial derivatives. This self-contained

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction

Financial mathematics and its calculus introduced in an accessible manner for undergraduate students. Topics covered include financial indices as stochastic pro