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Math prep for a few books?

joseclar

Joined
2/23/07
Messages
32
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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
 
One important background is to know something of Partial Differential Equations (PDE).

Hull's book as well.
 
Last edited:
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.
 
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