Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance
Textbook used by Prof Song Yao in his course "Mathematics of Fiance I". Great content, but not in mathematical way, with more focus on model and ambiguous definitions. Better for math student with financial foundation, but not good for pure or applied math students like me. Overall, the quality is good, with plenty details.