Foundations of Quantitative Finance-Drafts

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.

This advanced eight-volume series is logically sequential. Books I, III, and V develop foundational mathematics needed for the probability theory and finance applications of Books II, IV, and VI, respectively. Books VII and VIII develop results on stochastic processes used in finance.