**Phynance**

by Zura Kakushadze

**Publisher**: arXiv 2014**Number of pages**: 111

**Description**:

These are the lecture notes for an advanced Ph.D. level course, primarily focused on an introduction to stochastic calculus and derivative pricing with various stochastic computations recast in the language of path integral, which is used in theoretical physics, hence 'Phynance'.

Download or read it online for free here:

**Download link**

(730KB, PDF)

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