Hi everyone,
I finished CMU's MSCF program three and a half years ago. I haven't used a lot of what I learned since then and now I need to brush up on some of the mathematics/options theory.
What would you recommend as a concise summary of most of the mathematics/finance involved?
I'm basically looking for a book that could remind me of the details of the big theorems in stochastic calculus, probability theory and also options/swaps/interest-rates analysis.
I remember a lot of the ideas but I want to sit down and go through the math again.
Thanks!
I finished CMU's MSCF program three and a half years ago. I haven't used a lot of what I learned since then and now I need to brush up on some of the mathematics/options theory.
What would you recommend as a concise summary of most of the mathematics/finance involved?
I'm basically looking for a book that could remind me of the details of the big theorems in stochastic calculus, probability theory and also options/swaps/interest-rates analysis.
I remember a lot of the ideas but I want to sit down and go through the math again.
Thanks!
