Understanding and working with the current models of financial markets requires a sound knowledge of the mathematical tools and ideas from which they are built.

Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk manage

In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portfolio Optimization and Performa

Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and clearly formul

Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and geometrical methods used