Mathematical Modeling (relevant for finance)

[victorp]

Hello,
can you recommend me a book on this topic? I am interested in a broad, introductory text(of course, still pertinent to trading) rather than something specific.
Thanks

 

[metal]

Hi,

Its a bit difficult to answer your question as no single book can cover this topic albeit, "Paul Wilmott introduces Quantitative Finance (Three volume set)" by Paul Wilmott are a good start. I also found "Numerical Methods in Finance and Economics: A MATLAB-Based Introduction" quite useful if you are interested in the computational solution of the problem.

 

[enthusiast]

You will find a few books on the master reading list (link below). Pick your programming language of interest though.
http://www.quantnet.com/forum/threa...uants-mfe-financial-engineering-students.535/

 

[Tsotne]

Hi,

Its a bit difficult to answer your question as no single book can cover this topic albeit, "Paul Wilmott introduces Quantitative Finance (Three volume set)" by Paul Wilmott are a good start. I also found "Numerical Methods in Finance and Economics: A MATLAB-Based Introduction" quite useful if you are interested in the computational solution of the problem.

Paul Wilmott introduces quantitative finance is not actually a 3 volume book. It consists of 1 book including 26 chapters. You might have wanted to say Paul Wilmott on quantitative finance which is a 3 volume including 83 chapters in total.