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Financial mathematics lectures notes

book
Language:
Author: Rich Bass
Url: http://www.math.uconn.edu/~bass/lecture.html
Format: Pdf
Category: Mathematical Finance
Pages: 150
Clicks: 1397

Description
Contents: Measure theory; Probability; Complex analysis; Stochastic calculus for discontinuous processes; General theory of processes; Stochastic calculus, with applications to finance, PDE, and potential theory; Financial mathematics; Undergraduate probability; PDE from a probability point of view.

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