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How is the book Methods of Mathematical Finance by Shreve and Karatzas?

  • Thread starter Thread starter Eric.Z
  • Start date Start date
Joined
12/13/11
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83
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I have heard the book roughly covers the same Material as Asset pricing by Kerry Back, but in a more mathematical way.

I find the book by Back quite suitable for someone with little training in math.

Does the book Methods of Mathematical Finance allow one to take advantage of basic math like measure theory and measure theoretic probability to understand the topics covered in traditional finance-phd level asset pricing?

In general, how do you like the book Methods of Mathematical Finance?
 
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