March 8, 2011 9:28 AM Subscribe

Any recommendations for a good graduate level text book for an introduction to mathematical finance course?

It should assume the students all understand the standard undergraduate and first semester graduate mathematics material, like Lebesgue integration, partial differential equations, complex analysis, and the measure theoretic formulation of probability, but they won't necessarily know much statistics, game theory, mathematical economics, etc.
posted by jeffburdges to Science & Nature (1 answer total)

It should assume the students all understand the standard undergraduate and first semester graduate mathematics material, like Lebesgue integration, partial differential equations, complex analysis, and the measure theoretic formulation of probability, but they won't necessarily know much statistics, game theory, mathematical economics, etc.

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posted by dfriedman at 10:40 AM on March 8, 2011 [1 favorite]