Math prep for a few books?

[joseclar]

What is the background for understanding the content in willmott on quant finance 3 volume book, also if there is a different courses needed for these books what are they. Thanks.

Stefanica, Primer for Financial Eng

Shreve, Stochastic calc 1 and 2

Joshi, Concepts of Math Finance

 

[Daniel Duffy]

One important background is to know something of Partial Differential Equations (PDE).

Hull's book as well.

 

[joseclar]

Thank you. Is there a particular book you would recommend?

 

[Daniel Duffy]

Thank you. Is there a particular book you would recommend?

You mean a maths book as foundation for Wilmott and/or Hulll?

BTW both PW and JH are very good.

 

[joseclar]

Yes. Specifically I was refering to your comment about a PDE book, though ultimately I would certainly want to hear what books that would be the best foundation for Wilmott and Hull. I appreciate the response.