Financial Mathematics.

pjf on 2005-02-21T06:36:15

Financial Mathematics
Have just discovered that William Sharpe (of Sharpe ratio fame) has an on-line book on Macro-Investment Analysis. The book is very user friendly and readable; I stayed up somewhat late last night engrossed in stories of portfolios of stocks and bonds of the fictional Apple Tree Firm.

An excellent read for anyone interested in financial mathematics and modern portfolio management.