Anyone seen this book ? For some reason he or the FE Press sent me the Solution Manuel but I've never seen the book.

I have this book. It is really nice and a great refresher book. See the following website for more info about the book. The author is there:http://www.quantnet.orgCheeers,Ram

Title: Solutions Manual: A Primer for the Mathematics of Financial EngineeringAuthor: Dan StefanicaSoftcover: 216 pagesPublisher: Financial Engineering Press (December 8, 2008)ISBN-10: 0979757630Price: USD 29.50 Every exercise from A Primer for the Mathematics of Financial Engineering is solved in detail in the Solutions Manual.Over 50 new exercises are included, and complete solutions to these supplemental exercises are provided. Many of these exercises are quite challenging.Sample solutions and all the supplemental exercises can be found here.Ordering information: Shipping worldwide for orders placed at FE Press. Also available on Amazon for US orders.

Title: A Primer for the Mathematics of Financial EngineeringAuthor: Dan StefanicaSoftcover: 302 pagesPublisher: Financial Engineering Press (April 4, 2008)ISBN-10: 0979757606Price: USD 55 The book is based on material taught in a refresher course to the incoming students of the Financial Engineering MS Program at Baruch College, City University of New York. The author has been the Director of the Baruch MFE program since its inception in 2002. The table of contents and sample sections can be found here.Review on Dominic Connor's blog on Wilmott.com. Mathematical topics (selected): numerical integration methods; Lagrange multipliers; convergence of Taylor series expansions; finite difference approximations; Stirling's formula; polar coordinates transformations; Newton's method for higher dimensional problemsFinancial topics (selected): bond duration and convexity; Put-Call parity; Black-Scholes formula; numerical estimation of the Greeks; implied volatility; bootstrapping for finding interest rate curvesOrdering information: Shipping worldwide for orders placed at FE Press. Also available on Amazon for US orders.This is the first book in the Financial Engineering Advanced Background Series. Books on Numerical Linear Algebra, on Probability, and on Differential Equations for financial engineering applications are forthcoming.

I bought the solutions book only , it's very good for refreshing some of the basic math, but at times it gets more advanced as well, I like it

I had the chance to see the text, as well as the Solutions manual. Unlike most of the books [at least that I recall] that aim to introduce the student to derivatives and focus on the probability side, this book also deals with the calculus [a review, Taylor series, multivariate calculus for the heat equation and barrier options]. He deals with some of the numerical analysis topics such as numerical integration for interest rates, Lagrange multiplier, finite differences for B-S and Newton's method. On the probability side he covers the Black-Scholes forward pricing, Greeks, Lognormal variables, and risk neutrality. For the person who wants to review these topics before going to some of the more specialized or advanced books, this would be a very good book. However the level of the book goes beyond a quick review of topics and gives them a serious treatment so that the student should learn something new instead of just thinking that he'd seen it in other texts. Having both the mathematics and probability in one book and having a Solutions book available [how many Forum inquires are about solutions to exercises !] make this book different. The prices also won't break anyone's wallet.

I just recieved my copy of the book and solution manual 30min ago. I'm suprised to see they're both signed copies, and now I feel warm and fuzzy.

Without being rude, does anyone need another math finance book? There are already so many. I can understand when it's on a very specific topic (Malliavin calculus, the book by Lewis, the one by Labordere, some on numerical computations, like Joshi's...). But for general math finance Shreve+Wilmott+Hull (I don't have any shares in any of these books) cover all the "general math finance". According to Merriam-Webster, "Primer" means "a small introductory book on a subject". Could someone clearly explain to me the need for such a book? (I haven't read it, just browsed through the table of contents, so that is a honest question).

Well, this is not really a math finance book. this is a math review book that targets financial applications. I have both wilmott and hull, and skimmed through a very old preprint Shreve. They're very different from this book.

QuoteOriginally posted by: AntonioWithout being rude, does anyone need another math finance book? There are already so many. I can understand when it's on a very specific topic (Malliavin calculus, the book by Lewis, the one by Labordere, some on numerical computations, like Joshi's...). But for general math finance Shreve+Wilmott+Hull (I don't have any shares in any of these books) cover all the "general math finance". According to Merriam-Webster, "Primer" means "a small introductory book on a subject". Could someone clearly explain to me the need for such a book? (I haven't read it, just browsed through the table of contents, so that is a honest question).The aim of the book is to make the review of mathematical topics for the goal of studying financial mathematics efficient. It is assumed the the reader has taken an advanced calculus before. The book reviews (in more depth than a usual course) specific topics that are used in quantitative finance, with financial applications. The reader should be able to use the book for self study, and having a Solutions Manual should further facilitate that.The book can be used as a companion to any more advanced quantitative finance book, and was originally intended for the benefit of students preparing for financial engineering programs. It should also makes a good reference book for mathematical topics that are frequently assumed to be known in other texts, such as Taylor expansions, Lagrange multipliers, finite difference approximations, and numerical methods for solving nonlinear equations.The topics covered reflect the aim of the book:Mathematical topics:- numerical integration methods- Lagrange multipliers- convergence of Taylor series expansions- finite difference approximations- Stirling's formula- polar coordinates transformations- Newton's method for higher dimensional problemsFinancial topics:- bond duration and convexity- Put-Call parity- Black-Scholes formula- numerical estimation of the Greeks- implied volatility- bootstrapping for finding interest rate curves

ok, thanks for this detailed answer. Once again, my goal was in no way to blame the book, as I haven't even seen the cover of it. That was just a general question.

An Errata for "A Primer for the Mathematics of Financial Engineering" has been posted here

I had a quick look at the exercises and the style. What is appealing in my opinion is avoiding too much text to explain things and use the mathematics instead to do the explaining. This book seems to use an inductive approach and this is the best way to learn new techniques. More axiomatic/deductive books tends to be harder to understand for students.my 2 cents.

QuoteOriginally posted by: CuchulainnI had a quick look at the exercises and the style. What is appealing in my opinion is avoiding too much text to explain things and use the mathematics instead to do the explaining. This book seems to use an inductive approach and this is the best way to learn new techniques. More axiomatic/deductive books tends to be harder to understand for students.my 2 cents.Yes Cuch I think I agree. It's a fine book.

I've also received the solutions book, seems good.As I understand it Dan sees this as a primer for before one starts an MFE.