Recent years have seen a number of introductory texts which focus on
the applications of modern stochastic calculus to the theory of
finance, and on the pricing models for derivative securities in
particular. Some of these books develop the mathematics very quickly,
making substantial demands on the readerOs background in advanced
probability theory. Others emphasize the financial applications and do
not attempt a rigorous coverage of the continuous-time calculus. This
book provides a rigorous introduction for those who do not have a good
background in stochastic calculus. The emphasis is on keeping the
discussion self-contained rather than giving the most general results
possible.
Download Mathematics of Financial Markets
0 comments:
Post a Comment