Mathematical Finance for Scientists: An introduction

Conceived as text for advanced students especially in physics, maths and engineering, this book will also be useful for students in the many MSc courses on financial mathematics or self-study for those wishing to pursue a career in mathematical finance. Including numerous pedagogical elements from problems, learning objectives, chapter summaries etc the book’s aim is to provide a mathematically rigorous introduction to financial mathematics as found in modern banking and written for specifically for science students. One key unique feature is the theme of data and case studies. The book will be built around data analysis and modelling, and real life data sets and modelling tools will be provided for students to use to develop competencies and practice in applying the mathematical models to real life scenarios.