Hi, I am looking for a good reference to start reading about Mathematical Finance/Financial Engineering. I have a good background in Math but have no idea at all in Finance.
[Math] Financial Mathematics Books
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soft-question
Hi, I am looking for a good reference to start reading about Mathematical Finance/Financial Engineering. I have a good background in Math but have no idea at all in Finance.
Best Answer
If you have no idea at all of finance you should begin by reading a book of finance, with only elementary mathematics, which tells you what it is all about. A very standard, well-known text book is "Options, Future, and other Derivatives" by John C. Hull. Now to begin with the mathematical treatment of finance, I recommend for example "Methods of Mathematical Finance" by I. Karatzas & S.E. Shrieve.