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Mathematical Models of Financial Derivatives

Y.-K. Kwok

Springer Finance

This book serves well for those who have read some more simple text on the topic. The author treats the subject with sufficient mathematical rigore and deep financial consideration. A few topics covered are unique to this book, and the author has adopted a very individualistic style in writing this book. Some more complex derivative products are presented which are more for an overview to those familar with the subject yet unfamiliar with the smaller details. One or two subsections in the book refer to publications of work done in the mid-1970's normally not found in other texts.

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

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