STOCHASTIC FINANCIAL MODELS
Utility and mean-variance analysis. Martingales. Dynamic models. Pricing contingent claims. Brownian motion. Black-Scholes model.
Stochastic Financial Models, by J. R. Norris, 2019, University of Cambridge.
- With Solutions
- Without Solutions
Stochastic Financial Models, by J. R. Norris, 2019, University of Cambridge.