Browsing by Subject "Stochastic analysis"

Now showing items 1-3 of 3

    • An elementary introduction to mathematical finance 

      Ross, Sheldon M. (Cambridge University Press, 2011)
      This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge ...

    • Introduction to stochastic finance with market examples 

      Privault, Nicolas (CRC Press, 2023)
      "Introduction to Stochastic Finance with Market Examples, Second Edition presents an introduction to pricing and hedging in discrete and continuous time financial models, emphasizing both analytical and probabilistic ...

    • Mathematics of financial markets 

      Elliott, Robert J.; Kopp, P. Ekkehard (Springer, 2005)