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Hi guys,I will be embarking on a mathematical finance research as part of the research program held by my university for undergrads. I'm a 2nd year math student who practically doesn't know anything about brownian motion, ornstein-uhlenbeck process, arbitrage, and market completeness. In fact, I have just started learning probability distributions and I haven't taken any applied math courses yet (since I'm still in my 2nd year). Anyway, I have a year to learn all these things and I'd like to get started with the right books.Are there any books you can recommend for beginners (heavy emphasis on that) like me?Help would really be appreciated. Thanks!
Hi guys,
I will be embarking on a mathematical finance research as part of the research program held by my university for undergrads. I'm a 2nd year math student who practically doesn't know anything about brownian motion, ornstein-uhlenbeck process, arbitrage, and market completeness. In fact, I have just started learning probability distributions and I haven't taken any applied math courses yet (since I'm still in my 2nd year). Anyway, I have a year to learn all these things and I'd like to get started with the right books.
Are there any books you can recommend for beginners (heavy emphasis on that) like me?
Help would really be appreciated. Thanks!