An elementary introduction to mathematical finance

摘要

Sheldon Ross's introduction to mathematical finance is a mathematical introduction but at a very elementary level; basic mathematical knowledge (high school or first-year university) is sufficient to follow most if not all of what is in the book. The book contains 15 chapters - two of them are new compared to the second edition of the book - and all but one chapter ends with a collection of exercises. The book will be useful as a textbook on mathematical finance and I have little doubt that this is its intended use. It may also be quite suitable for self-study if one wishes to learn the basic ideas of mathematical finance.