Albrecher, H., Binder, A., Lautscham, V., Mayer, P.
This is a revised and updated English version of the German textbook "Einführung in die Finanzmathematik" in the Mathematik Kompakt series
2013, IX, 191 p. 48 illus., 10 illus. in color.
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“The aim of this book is twofold. Firstly to equip the reader with the fundamental mathematical skills associated with modern finance and secondly to relate these skills to practical outcomes. … It is written as an introductory text for senior undergraduates or early graduate students with a reasonable background in mathematics. … For the interested reader references are provided if they wish to further enrich their knowledge. Also, at the end of each chapter a number of beneficial exercises are provided.” (John O’Hara, zbMATH, Vol. 1273, 2013)