March 29, 1900, is considered by many to be the day mathematical finance was born. On that day a French doctoral student, Louis Bachelier, successfully defended
A young scholar tells the story of the physicists and mathematicians who created the models that have become the basis of modern finance and argues that these m
A careful examination of the interaction between physics and finance. It takes a look at the 100-year-long history of co-operation between the two fields and go
John Walsh, one of the great masters of the subject, has written a superb book on probability. It covers at a leisurely pace all the important topics that stude