1 of 1 people found the following review helpful
amazing book, by far the best rigorous introduction on the subject,
This review is from: Arbitrage Theory in Continuous Time (Oxford Finance Series) (Hardcover)
This is an excellent book, precise, rigorous and damn interesting.
Although I would recommend a good mathematical background almost all you need is included and some more advanced optional chapters are here to statisfy the mathematically inclined reader.
There are a few typos in the book, but nothing an attentive reader couldn't correct immediatly so it doesn't spoil any of it.
If you are looking for an introduction to modern financial maths, this is THE title to get.
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