Probability

Here are couple of books we gonna use next term and recommended by our Prof. I'll add some more when i find them


<iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=1852337818&fc1=000000&IS2=1&lt1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" style="width: 120px; height: 240px;" marginwidth="0" marginheight="0" frameborder="0" scrolling="no"></iframe><iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=3540438718&fc1=000000&IS2=1&lt1=_blank&lc1=0000FF&bc1=F7F7F7&bg1=F7F7F7&f=ifr" style="width:120px;height:240px;" scrolling="no" marginwidth="0" marginheight="0" frameborder="0"></iframe><iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=0387401016&fc1=000000&IS2=1&lt1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" style="width:120px;height:240px;" scrolling="no" marginwidth="0" marginheight="0" frameborder="0"></iframe><iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=0387249680&fc1=000000&IS2=1&lt1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" style="width:120px;height:240px;" scrolling="no" marginwidth="0" marginheight="0" frameborder="0"></iframe>​
 
Shiryaev

Hey
Shreve and Jacod are very introductory, but I'm missing Shiryaevs books:

<IFRAME style="WIDTH: 120px; HEIGHT: 240px" marginWidth=0 marginHeight=0 src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=0387945490&fc1=000000&IS2=1&lt1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" frameBorder=0 scrolling=no></IFRAME> <IFRAME style="WIDTH: 120px; HEIGHT: 240px" marginWidth=0 marginHeight=0 src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=3540307826&fc1=000000&IS2=1&lt1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" frameBorder=0 scrolling=no></IFRAME>


And advanced books in stochastic differential equations and theirs numerical solution:

<IFRAME style="WIDTH: 120px; HEIGHT: 240px" marginWidth=0 marginHeight=0 src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=3540540628&fc1=000000&IS2=1&lt1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" frameBorder=0 scrolling=no></IFRAME> <IFRAME style="WIDTH: 120px; HEIGHT: 240px" marginWidth=0 marginHeight=0 src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=3540003134&fc1=000000&IS2=1&lt1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" frameBorder=0 scrolling=no></IFRAME>
 
Back
Top Bottom