Mathematical Techniques in Finance

PRAISE FOR MATHEMATICAL TECHNIQUES IN FINANCE

“This is the perfect introduction to financial modeling for masters-level students or quantitatively prepared undergraduates. Sadr presents the essential toolkit of mathematical techniques clearly and accessibly, while also explaining how each model is applied in practice.”

— DARRELL DUFFIE, Adams Distinguished Professor of Management and Professor of Finance at the Graduate School of Business, Stanford University

“An easy to read and self-contained textbook on quantitative finance - indeed, the perfect senior level undergraduate introduction to this fascinating field!”

— PETTER N. KOLM, Professor, Courant Institute of Mathematical Sciences, New York University, Awarded “Quant of the Year” 2021 by PMR

“This comprehensive and practical textbook introduces the mathematical techniques used in financial markets and products. It has a very clear and accessible presentation of the relevant topics. Ideal for students who want to pursue careers in quantitative finance.”

— ROBERT JARROW, Professor of Investment Management at the Samuel Curtis Johnson Graduate School of Management, Cornell University