Focusing on practical applications, this guide aids students in Applied Mathematics, Engineering, and Economics in mastering Mathematical Finance. It covers key topics such as Pricing and Hedging of financial derivatives, utilizing popular models like Binomial and Black-Scholes. The book includes chapters on static portfolio optimization and advanced pricing, alongside risk measures. With around one hundred exercises, many accompanied by detailed solutions, it reinforces theoretical concepts, making it a valuable resource for understanding classical Mathematical Finance.
