Problems and Solutions in Mathematical Finance, Volume 1: Stochastic Calculus (The Wiley Finance Series)

By far the best book on this subject that I have read, with more depth and detail than other similar titles in this field. I recommend buying the paper version as figures and formulas are displayed more elegantly in the printed version. However, I frequently use the kindle edition for a quick reference at work.

It has a wide range of problems and solutions which is good if you want to have a book this way. However, the theoretical explanation is very brief and there are lots of presumed knowledge. It is not uncommon if you read a solution and have no idea how they could arrive there. The book is well intended for ppl who love to see all the problems in stochastic calculus and want to know how to solve them, else, u need a better text book. This is just a question bank for stochastic calculus student.

This is really what a financial mathematics book should be: 1) explain the theories 2) after chapter questions 3) provide comprehensive solutions And a good book should not assume all readers to have a good understanding of all the jargons, so it should provide good explanation to them. I look forward to other volumes.

This is amazing text with full of solved examples. This is definately the missing link between the theory and practice in quantitative finance. Chapters are very well written starting with some concise theory so this can be served as a text book too. This book can be a great supliment to any Mathematical Finance/Stochastic Calculas text book. I am hoping the next volume is also going to be as interesting as this one.

This is not a textbook, or a book you can learn from by reading on your own, not a problems book. The solved ``problems" are very theoretical, more theorems than problems. The writing is confused, and confusing, and the book waddles aimlessly between topics. It is really unclear why the book was written. A much better alternative, which can be studied on your own, had very good questions, and detailed solutions at the end, is Brownian Motion Calculus by Ubbo Wiersema.

Found a copy of this book. If you like learning math by working on example then this book on stochastic calculus is one of the best out there. I am totally hooked to it. Planning to buy all the volumes when they are out. Hope authors come up with the one on rates asap.

It is impossible to read in the Kindle format all the math nomenclature is in pictures and embedded in sentences , it does look to be great book, but I couldn't read it

A very good book