Probability theory in finance : a mathematical guide to the Black-Scholes formula
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"The book aims to provide the reader with a mathematical foundation for an in-depth study of financial mathematics. The author has chosen to explain the techniques necessary to understand the Black-Scholes formula, currently one of the most successful and best-known …
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"The book aims to provide the reader with a mathematical foundation for an in-depth study of financial mathematics. The author has chosen to explain the techniques necessary to understand the Black-Scholes formula, currently one of the most successful and best-known applications of mathematics to finance, as his ultimate goal, thus providing an excellent focus for the reader's motivation."--Jacket.
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""The book aims to provide the reader with a mathematical foundation for an in-depth study of financial mathematics. The author has chosen to explain the techniques necessary to understand the …"
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