The Mathematics of Derivatives / Wiley Finance Editions (PDF)

Praise for The Mathematics of Derivatives

"The Mathematics of Derivatives provides a concise
pedagogical discussion of both fundamental and very recent
developments in mathematical finance, and is particularly well
suited for readers with a science or engineering background. It is
written from the point of view of a physicist focused on providing
an understanding of the methodology and the assumptions behind
derivative pricing. Navin has a unique and elegant viewpoint, and
will help mathematically sophisticated readers rapidly get up to
speed in the latest Wall Street financial innovations."

--David Montano, Managing Director JPMorgan
Securities

A stylish and practical introduction to the key concepts in
financial mathematics, this book tackles key fundamentals in the
subject in an intuitive and refreshing manner whilst also providing
detailed analytical and numerical schema for solving interesting
derivatives pricing problems. If Richard Feynman wrote an
introduction to financial mathematics, it might look similar. The
problem and solution sets are first rate."

--Barry Ryan, Partner Bhramavira Capital Partners,
London

"This is a great book for anyone beginning (or contemplating), a
career in financial research or analytic programming. Navin
dissects a huge, complex topic into a series of discrete, concise,
accessible lectures that combine the required mathematical theory
with relevant applications to real-world markets. I wish this book
was around when I started in finance. It would have saved me a lot
of time and aggravation."

--Larry Magargal