Mathematical Asset Management

"This charming book is intermediary between more advanced financial/investment mathematics books and introductory material.  In addition, it provides simultaneously mathematical rigor and practicality." (International Statistical Review, April 2009)

"Mathematical Asset Management is an excellent book for course in mathematical finance, actuarial mathematics, financial derivatives, and financial engineering at the upper-undergraduate and graduate levels.  It is also valuable reference for practioners in the banking, insurance, and asset management industries." (Mathematical Reviews, 2009c)