This book provides an innovative, integrated, and methodical approach to understanding complex financial models, integrating topics usually presented separately

Understanding and applying complex modern financial models in real life scenarios, including the Black-Litterman model for constructing an optimal portfolio whi

An introduction to economic applications of the theory of continuous-time finance that strikes a balance between mathematical rigor and economic interpretation

In An Engine, Not a Camera, Donald MacKenzie argues that the emergence of modern economic theories of finance affected financial markets in fundamental ways. Th

This classic textbook in the field, now completely revised and updated, provides a bridge between theory and practice. Appropriate for the second course in Fina