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Mathematics of Financial Derivatives

Paul Willmott, Sam Howison & Jeff Dewynne
Cambridge University Press

An excellent book for introduction to the more traditional material of financial mathematics for undergraduate in physics and mathematics. This book contains a good balance between the various aspects of derivatives. Firstly, some short basic introductory material on options is given. Then, the rest of the book is purely concerned with the mathematics required for pricing options and the computational algorithms that coincide.

For the price of £16.76 (paperback) it's good value for money as well. The book may seem to be lacking on the qualitative financial side to make it more interesting at times.

Reviewed by Alessio Farhadi. Click here to buy this book at Amazon.co.uk.

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