Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope

Presented as a course in quantitative finance and includes exercises and worked solutions as well as empirical projects that aim to teach the mathematical tools of finance by using them to model the behavior of prices and markets

Emphasizes instruction and technique and also covers the essential topics that are typically included in a survey course in quantitative finance: portfolio theory, decision theory, pricing of primary assets, pricing of derivatives, and the empirical behavior of prices

Adheres to a self-teaching presentation style.  Math tools are only presented as their applications are required.  Important formulas and derivations are worked out in enough detail so that readers will learn associated techniques as well as results. 

Provides exercises at the end of each chapter that progress in difficulty and are designed to both consolidate and extend the topics covered in the text

Utilizes MATLAB® for the empirical projects, and complete data sets are available via the book's related FTP site