Math Finance Book with a lot of exercises

Piccaso · May 13th, 2003, 9:28 pm

Dear All,Does any one know of a Math Finance book which contains a lot of exercises and problems?Something in the level of Shreve notes. I don't really care about the text itself, I guess most are decent. To me the choice and number of end-of-the-chapter problems are by far more important.I will be very grateful if you email me at ali_nabavi2000@yahoo.comThanks in advance,Ali

msidorov · May 14th, 2003, 9:26 pm

Actually I am very interested in such book as well. Could you please post the answer to the thread instead of private e-mail.Thanks --

SanFranCA2002 · May 14th, 2003, 9:50 pm

I found a paperback called "A Course in Financial Calculus" by Alison Etheridge a week ago and bought it because it was cheap ($30) and looked very good at the time. I have not really started reading it yet, but it has end of chapter questions (approximately 130 for the whole book) and also lots of examples in the text that can be considered questions. You need to contact the publisher to get the answers to the end of chapter questions. The book seems very well written but does not get much into interest rate derivatives.

QuantOption · August 27th, 2006, 9:05 pm

Neftci, Introduction to the Mathematics of Financial Derivativessolutions can be downloaded in pdf from his website

Agatutza · August 28th, 2006, 12:36 pm

from my point of view, the book of Tomas Bjork is very good and has some nice exercises.

rish · August 28th, 2006, 4:47 pm

Are there any questions/answers available for Wilmott books? I have been looking for a book of such a kid for a long time.