Reviews for An Introduction To The Mathematics Of Financial Derivatives (2nd Edition)

The average rating for An Introduction To The Mathematics Of Financial Derivatives (2nd Edition) based on 2 reviews is 2 stars.

Review # 1 was written on 2015-04-30 00:00:00 Daniel Shaner It's hard to think of a worse introduction to stochastic calculus than this. The exposition is illogical, disorganized and thoroughly unclear. The equations are full of errors (the available errata for the book runs to many pages) and the author uses symbols and formulas inconsistently, even within the same proof. The exercises seem to have been designed separately from the chapters and are of little value. I guess this is supposed to be a slow and gentle introduction but it just ends up a confusing, repetitive mess.

Review # 2 was written on 2013-02-23 00:00:00 Aron Marsh Very nice book