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Books
Methods of Mathematical Finance
This book is the sequel to Brownian Motion and Stochastic Calculus by the sameauthors. Within the context of Brownianmotiondriven asset prices it developscon... »
This book is the sequel to Brownian Motion and Stochastic Calculus by the sameauthors. Within the context of Brownianmotiondriven asset prices it developscon... »
Lectures On The Mathematics Of Finance
This text discusses the main aspects of mathematical finance, including: arbitrage; hedging and pricing of contingent claims; portfolio optimization; incompl... »
This text discusses the main aspects of mathematical finance, including: arbitrage; hedging and pricing of contingent claims; portfolio optimization; incompl... »
Brownian Motion and Stochastic Calculus
A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes ... »
A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes ... »
