FINANCIAL CALCULUS: AN INTRODUCTION TO DERIVATIVE PRICING
本书评介绍Baxter和Rennie的《金融微积分》一书，该书旨在精确且易懂地介绍现代连续时间金融，但实际需要比基础微积分更多的数学知识。
“Notoriously, works on mathematical finance can be precise, and they can be comprehensible. Sadly, as Dr. Johnson might have put it, the ones which are precise are not necessarily comprehensible, and those comprehensible are not necessarily precise.” So starts the preface to Baxter and Rennie's recent treatise on financial calculus. The book attempts to give an introduction to modern continuous time finance in a precise and comprehensible fashion. Does it succeed? Yes, it is a very clear and precise little (233 pages) book, although the claim that the book is accessible to a reader with only “some knowledge of (classical) differential calculus and experience with symbolic notation” is exaggerated. Such a reader would find the material hard going indeed.