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Mastering Mathematical Finance

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Editors: Professor Marek Capiński, Professor Ekkehard Kopp, Professor Tomasz Zastawniak

A series of short books that cover all the core topics and the most common electives offered in master's programs in mathematical/quantitative finance. The books are closely coordinated but each self-contained, so that they can be used efficiently in combination but also individually.

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There are 35 books in this series...

Credit Risk

Volume 0, Part 0,

Credit Risk

Volume 0, Part 0,

Discrete Models of Financial Markets

Volume 0, Part 0,

Discrete Models of Financial Markets

Volume 0, Part 0,

Numerical Methods in Finance with C++

Volume 0, Part 0,

Numerical Methods in Finance with C++

Volume 0, Part 0,

Portfolio Theory and Risk Management

Volume 0, Part 0,

Portfolio Theory and Risk Management

Volume 0, Part 0,

Probability for Finance

Volume 0, Part 0,

Probability for Finance

Volume 0, Part 0,

Stochastic Calculus for Finance

Volume 0, Part 0,

Stochastic Calculus for Finance

Volume 0, Part 0,

Stochastic Interest Rates

Volume 0, Part 0,

Stochastic Interest Rates

Volume 0, Part 0,

The Black–Scholes Model

Volume 0, Part 0,

The Black–Scholes Model

Volume 0, Part 0,