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About B10.1bnotes - ht14 Maths Models of Financial Derivatives
This document provides an overview of useful textbooks on mathematical models of financial derivatives. It begins with a selection of 10 recommended textbooks, providing the author, title, publisher and year for each. It then outlines the contents that will be covered in the lecture notes, including introductions to financial derivatives, the binomial stock price model, Brownian motion, the Black-Scholes model and various derivative products. Appendices provide background on conditional expectation, martingales and Markov processes. The overall document serves as an introduction to the course materials and mathematical concepts that will be covered.
Detailed Information
| Author: | ['Martin Martin Martin'] |
|---|---|
| Publication Year: | 2016 |
| Pages: | 109 |
| Language: | English |
| Format: | |
| Price: | FREE |
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