Prof: Thomas Schlumprecht
Mathematics in Finance
(by John Ryan)
(reviewed and corrected by Jochen Sutor, July 98):
The whole file at once (232 pages)
Chapter 1: Discrete Models
Chapter 2: Introduction to Stochastic Calculus, the Brownian Motion
Chapter 3: The Black-Scholes Model
Chapter 4: Interest Derivatives (not ready yet)
Chapter 5: Martingales, Stopping Times and American Options
Chapter 6: Path Dependent Options
Copyright © 1998 by Th. Schlumprecht. All rights reserved.
This page has been accessed
times since March 16,1998.