quant-books

1 год назад

This video reviews "An Elementary Introduction to Mathematical Finance" by Sheldon Ross, a renowned mathematician. The reviewer highlights the book's clean layout, comprehensive coverage of probability and finance, and derivation of the Black-Scholes formula. However, they note the lack of answers to exercises as a significant drawback.

2 года назад

This video enthusiastically recommends "Statistical Inference" by Casella and Berger as a comprehensive resource for learning mathematical statistics. The speaker highlights the book's depth, challenging problem sets, and its continued relevance even after years of study. This graduate-level textbook is a must-have for anyone seeking a rigorous understanding of the subject.

1 месяц назад

The speaker recommends three books for a course on derivative pricing, focusing on mathematical finance. They discuss the books' strengths, including their comprehensive coverage of topics like binomial models, stochastic calculus, and Monte Carlo methods. The speaker also suggests a bonus book on optimization methods in finance, highlighting its relevance to portfolio optimization and asset liability management.