PRAISE FOR MATHEMATICAL TECHNIQUES IN FINANCE

“This is the perfect introduction to financial modeling for masters-level students or quantitatively prepared undergraduates. Sadr presents the essential toolkit of mathematical techniques clearly and accessibly, while also explaining how each model is applied in practice.”

— DARRELL DUFFIE, Adams Distinguished Professor of Management and Professor of Finance at the Graduate School of Business, Stanford University

“An easy to read and self-contained textbook on quantitative finance - indeed, the perfect senior level undergraduate introduction to this fascinating field!”

— PETTER N. KOLM, Professor, Courant Institute of Mathematical Sciences, New York University, Awarded “Quant of the Year” 2021 by PMR

“This comprehensive and practical textbook introduces the mathematical techniques used in financial markets and products. It has a very clear and accessible presentation of the relevant topics. Ideal for students who want to pursue careers in quantitative finance.”

— ROBERT JARROW, Professor of Investment Management at the Samuel Curtis Johnson Graduate School of Management, Cornell University

Explore the foundations of modern finance with this intuitive mathematical guide

In Mathematical Techniques in Finance: An Introduction, distinguished finance professional Amir Sadr delivers an essential and practical guide to the mathematical foundations of various areas of finance, including corporate finance, investments, risk management, and more.

Readers will discover a wealth of accessible information that reveals the underpinnings of business and finance. You’ll learn about:

• Investment theory, including utility theory, mean-variance theory and asset allocation, and the Capital Asset Pricing Model
• Derivatives, including forwards, options, the random walk, and Brownian Motion
• Interest rate curves, including yield curves, interest rate swap curves, and interest rate derivatives

Complete with math reviews, useful Excel functions, and a glossary of financial terms, Mathematical Techniques in Finance: An Introduction is required reading for students and professionals in finance.