Foundation of quantitative finance
The idea for a reference book on the mathematical foundations of quantitative nance has been with me throughout my professional and academic careers in this eld, but the commitment to nally write it didn't materialize until completing my first introductory book in 2010. My original academic studies were in "pure" mathematics in a subeld of mathematical
analysis, and neither applications generally nor nance in particular were even on my mind. But on completion of my degree, I decided to temporarily investigate a career in applied math, becoming an actuary, and in short order became enamored with mathematical applications in nance.
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