1
$\begingroup$

I am looking for a book which teaches mathematical topics which are relevant to master quantitative finance and statistics.

Please note, I do not mean a book which would explain how math is applied to solve problems in quantitative finance and statistics but rather a book which would teach mathematical toolkit (linear algebra, set theory, probability, stochastic calculus, measure theory, etc.) needed to further understand math applications in the above mentioned fields.

One example is this book, but I need more.

The book should:

  1. cover only those topics in math which are relevant for quant finance ans statistics;
  2. be self-contained or make clear what previous knowledge of math it relies upon;
  3. rigorous (no "just believe that it is true" or "we present an intuition instead of a proof");
  4. provide exercises with available solutions;
  5. be a series mathematical book (proofs are must).

Thanks!

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.