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Math prep for a few books?


Active Member
What is the background for understanding the content in willmott on quant finance 3 volume book, also if there is a different courses needed for these books what are they. Thanks.

Stefanica, Primer for Financial Eng

Shreve, Stochastic calc 1 and 2

Joshi, Concepts of Math Finance

Daniel Duffy

C++ author, trainer
One important background is to know something of Partial Differential Equations (PDE).

Hull's book as well.
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Active Member
Yes. Specifically I was refering to your comment about a PDE book, though ultimately I would certainly want to hear what books that would be the best foundation for Wilmott and Hull. I appreciate the response.