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Farid AitSahlia, ancien eleve, who has taught such a course and worked on the research staff of several industrial and financial institutions. These are then expounded in clear, precise mathematical terms and treated by the methods of probability developed in the earlier chapters. For the reader whose main interest is in finance, only a portion of the first eight chapters is a "prerequisite" for the study of the last two chapters. Further specific references may be scanned from the topics listed in the Index, then pursued in more detail. It provides an excellent foundation to more advanced courses in the subject.
The text is aimed at undergraduate mathematics students and is accessible to a general audience.
The prose is accurate, entertaining, and dense with historical tidbits. Two concluding chapters on mathematical finance have been added to the eight chapters in the third edition by the second author. The new chapters share the friendly yet rigorous style of the former ones.