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Introduction to Quantitative Finance - Blyth, Stephen (Professor of the Practice of Statistics and Managing Director of Harvard Management Company, Professor of the Practice of Statistics and Managing Director of Harvard Management Company, Harvard University)

The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types. This book gives an insight into financial engineering while building on introductory probability courses by detailing one of the most fascinating applications of the subject.

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