We hope our book will appeal to various audiences. nance at an accessible level.
Springer Finance Ser.: Stochastic Calculus for Finance I Vol. 1 : The…
This textbook is an affordable alternative to the newer edition.
Item Tag: Springer Finance Ser.
Mathematics Methods for Financial Markets by Monique Jeanblanc and 2 more
This is a prodigious encyclopaedia designed by the best authors in the field.”. (Olivier Le Courtois, Revue de l’Association Française de Finance, Vol. 31 (1), 2010). The first half of the book is devoted to continuous path processes whereas the second half deals with discontinuous processes.