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Phynance by Zura Kakushadze
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by Zura Kakushadze
Publisher: arXiv 2014
Number of pages: 111
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'.