An innovative textbook for use in advanced undergraduate and graduate courses;accessible to students in financial mathematics, financial engineering and economics.
In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and e
Introduction to the Economics and Mathematics of Financial Markets fills the longstanding need for an accessible yet serious textbook treatment of financial economics. The book provides a rigorous ove
