Is A Probability Primer for Mathematical Finance available for purchase?

[Cody.Wan]

I was studying linear algebra primer for financial engineering and noticed that there was a probability primer as well in the series. But I can't seem to find where I could purchase it. Anyone encountered the same thing?

@Andy Nguyen @Baruch.MFE Many thanks!

 

[BlackMamba]

Curious, how did you find the linear algebra primer?

 

[Cody.Wan]

Curious, how did you find the linear algebra primer?

they have it on amazon and also FE press website.

 

[BlackMamba]

Sorry, I meant how well written/put together did you find it?

 

[Cody.Wan]

Sorry, I meant how well written/put together did you find it?

ah gotcha. I just started recently and still on chapter one but so far I find it really helpful. Last time I studied linear algebra was so long ago, and there wasn't much numerical stuff either, so I'm actually learning some new stuff from the book. This one also balanced it well between theory and applications; proofs for important and relevant theorems were given and examples/applications were closely related to finance. Having taken and done well in courses like Fourier analysis and topology, I didn't find the book to be ridiculously easy, so it's worth a read/study.

 

[Michsund]

ah gotcha. I just started recently and still on chapter one but so far I find it really helpful. Last time I studied linear algebra was so long ago, and there wasn't much numerical stuff either, so I'm actually learning some new stuff from the book. This one also balanced it well between theory and applications; proofs for important and relevant theorems were given and examples/applications were closely related to finance. Having taken and done well in courses like Fourier analysis and topology, I didn't find the book to be ridiculously easy, so it's worth a read/study.

From what I know, I believe that there isn't. I believe @dstefan can second this.

 

[dstefan]

I was studying linear algebra primer for financial engineering and noticed that there was a probability primer as well in the series. But I can't seem to find where I could purchase it. Anyone encountered the same thing?

@Cody.Wan good to hear you are finding the NLA primer useful. The probability primer will not be written by me but I would expect one to be written in the future based on the work my colleagues do in the probability Pre-MFE refresher seminars and the stochastic processes course in the Baruch MFE Program.

 

[statquant]

Dan, I have seen a primer of PDE is coming soon. Is that true?

 

[Zehao Yang]

I am also waiting for this book

I was studying linear algebra primer for financial engineering and noticed that there was a probability primer as well in the series. But I can't seem to find where I could purchase it. Anyone encountered the same thing?

@Andy Nguyen @Baruch.MFE Many thanks!

 

[dstefan]

This is an ongoing project that is approached with a lot thoughtfulness. Whenever the book will be out, it will be very much worth the wait.

 

[yannten]

This is an ongoing project that is approached with a lot thoughtfulness. Whenever the book will be out, it will be very much worth the wait.

Is there any approximate date of publication for these 2 books : "Differential Equations with Numerical Methods for Financial Engineering", by Dan Stefanica and Tai-Ho Wang; "A Probability Primer for Mathematical Finance", by Elena Kosygina ?

 

[dstefan]

The differential equations book is not in the works. The probability book is in development, however, there is no estimate on the publication date.