Quantitative finance: Its development, mathematical foundations, and current scope

Prerequisites include courses in (1) multivariate calculus; (2) probability at the level of, say, Sheldon Ross’ Introduction to Proba- bility Models; and (3) statistics through regression analysis. Basic familiarity with matrix algebra is also assumed. Some prior exposure to key topics in real analysis would be extremely helpful, although they are presented here as well. The book is based on a series of lectures that I gave to fourth-year economics majors as the capstone course of a concentration in financial economics.