The authors describe the modelling of financial derivative products from an applied mathematician's viewpoint.
A textbook for an advanced undergraduate course, to be used by itself or in conjunction with either a more probability-based or a more practically oriented text. Assumes a knowledge of early calculus, probability, and algebra as taught in undergraduate mathematics, physics, chemistry, or engineering programs. An introductory version of Option Pricing: Mathematical Models and Computation. Paper edition (unseen), $24.95. Annotation c. Book News, Inc., Portland, OR (booknews.com)