A Basic Course in the Theory of Interest and Derivatives Markets
by Marcel B. Finan
Publisher: Arkansas Tech University 2011
Number of pages: 647
This manuscripts is designed for an introductory course in the theory of interest and annuity. Each section contains the embedded examples with answer keys. The manuscript is suitable for a junior level course in the mathematics of finance.
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by Patrick Roger - BookBoon
Topics: Discrete-time stochastic processes (Markov chains , Martingales); Continuous-time stochastic processes (General framework, Brownian motion); Stochastic integral and Ito's lemma (Girsanov theorem, Stochastic differential equations).
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.
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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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These lecture notes provide a self-contained introduction to the mathematical methods required in a Bachelor degree programme in Business, Economics, or Management. A special focus is set on applications in quantitative economical modelling.