Books
Introduction to Quantitative Finance: A Math Tool Kit
An accessible yet rigorous introduction to quantitative finance, developing both mathematics and the applications to portfolio theory, investment banking, option pricing, investment and insurance risk management. Student and Instructor Manuals are available, as is a simplified Chinese character version.
Foundations of Quantitative Finance Books I–VI
An advanced yet accessible development of the foundational mathematics and probability theory needed for advanced applications to quantitative finance. Targeting graduate students, advanced practitioners, and researchers in finance, applications include large deviation and extreme value theory, random variable simulations, copula theory, and option pricing.
Foundations of Quantitative Finance Drafts 1–8
Developed over more than ten years, these downloadable volumes are the original drafts of Books I-VIII as later published by Taylor & Francis in the Chapman and Hall/CRC Financial Mathematics Series. The published versions have been corrected, as well as greatly revised and expanded.