Ask HN: Resource for Mathematics of Finance
Hello!
I’m looking for recommendations for a good resource on financial mathematics, maybe from first principles. Ideally, I’d like to understand more complex topics such as Monte Carlo simulations, expected value, Black-Shoales, etc.
My goal is not to be a quant but to be able to speak intelligently about the field. (I don’t play baseball but I know what an ERA is, kind of thing).
Any help is appreciated.
Merry Christmas!
4 comments
[ 4.3 ms ] story [ 22.7 ms ] threadYou can easily find (legal) PDFs of it online.
I should say that a lot of people in my class really didn't like the book. Personally I thought it was fine.