An Introduction to Mathematical Finance with Applications
Department of Mathematics Duke University Durham, NC, USA


Textbook:An Introduction to Mathematical Finance with Applications: Understanding and Building Financial Intuition
Author(s): Arlie O. Petters

Description:
Provides a good balance between mathematical derivation and accessibility to students and instructor
Self-contained with respect to required finance background, providing financial minutia along the way as needed
Useful for students preparing for high level study in mathematical finance or a career in actuarial science
This reference textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without appropriately deriving them. The balance achieved will give readers a fundamental understanding of key financial ideas and tools that form the basis for building realistic models, including those that may become proprietary. Numerous carefully chosen examples and exercises reinforce the student’s conceptual understanding and facility with applications.  The exercises are divided into conceptual, application-based, and theoretical problems, which probe the material deeper.
Topics
Quantitative Finance
Mathematical Modeling and Industrial Mathematics
Probability Theory and Stochastic Processes
Actuarial Sciences