Applied Quantitative Finance
by W. Härdle, T. Kleinow, G. Stahl
Publisher: Springer 2002
Number of pages: 423
The book is designed for researchers who wish to develop professional skill in modern quantitative applications in finance. It presents solutions, theoretical developments and method proliferation for many practical problems in quantitative finance.
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by Patrick Roger - BookBoon
The book is intended to be a technical support for students in finance. Topics: Probability spaces and random variables; Moments of a random variable; Usual probability distributions in financial models; Conditional expectations and Limit theorems.
by Richard F. Bass
Lecture notes on mathematical finance - figuring out the price of options and derivatives. The text civers elementary probability, the binomial asset pricing model, advanced probability, the continuous model, and term structure models.
by Alexander Vervuurt - arXiv
Stochastic Portfolio Theory is a framework in which the normative assumptions from classical financial mathematics are not made, but in which one takes a descriptive approach to studying properties of markets that follow from empirical observations.
by P. Frantz, R. Payne, J. Favilukis - The London School of Economics and Political Science
This is an extract from a subject guide for an undergraduate course in Economics, Management, Finance and the Social Sciences. It aims to give a general background to further academic or practical work in finance or accounting after graduation.