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

This work, now in a thoroughly revised second edition, presents the economic foundations of financial markets theory from a mathematically rigorous standpoint a

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

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