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Stochastic Calculus for Finance

This book focuses specifically on the key results in stochastic processes that have become essent...

Discrete Models of Financial Markets

This book explains in simple settings the fundamental ideas of financial market modelling and der...

Black-Scholes Model

The Black–Scholes option pricing model is the first and by far the best-known continuous-time mat...

NONSTANDARD METHODS FOR STOCHASTIC (V27)

Measure, Integral and Probability

The central concepts in this book are Lebesgue measure and the Lebesgue integral. Their role as s...

Probability Through Problems

This book of problems has been designed to accompany an undergraduate course in probability. It w...

Mathematics for Finance

Designed to form the basis of an undergraduate course in mathematical finance, this book builds o...

Measure, Integral and Probability

Measure, Integral and Probability is a gentle introduction that makes measure and integration the...

Credit Risk

Modelling credit risk accurately is central to the practice of mathematical finance. The majority...

Credit Risk

Modelling credit risk accurately is central to the practice of mathematical finance. The majority...

Stochastic Calculus for Finance

This book focuses specifically on the key results in stochastic processes that have become essent...

Black-Scholes Model

The Black-Scholes option pricing model is the first and by far the best-known continuous-time mat...