Hi Griffiths,
I think I am too in the same boat as about learning stochastic processes in Finance. There are good textbooks by Steven Shreve on stochastic calculus which uses Measure theory as the starting point. Instead I prefer starting with - Introduction to Mathematics of Financial...
Infact, I think Datastream from Thomson Financial gives adjusted closing prices data for stocks in FTSE100 or any other index. I need atleast 5 years of daily data. Can anyone please help!
Hi Bastian,
I initially tried data from Yahoo Finance. I need daily adjusted closing stock prices of stocks in FTSE 100 series . The adjusted closing price does not seems ok on yahoo finance. There seems to be some non-uniform adjustment for data across dates, and hence can not directly be used...
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