W wayneuy Joined 9/16/10 Messages 10 Points 11 10/10/10 #1 Hi everyone, Here I am again. Any suggestions for books on stochastic calculus? Is there any book which is more elementary than the one by Thomas Mikosch? Thanks!
Hi everyone, Here I am again. Any suggestions for books on stochastic calculus? Is there any book which is more elementary than the one by Thomas Mikosch? Thanks!
kbharadwaj Joined 1/1/10 Messages 131 Points 28 10/10/10 #2 Amazon.com: Financial Calculus : An Introduction to Derivative Pricing (9780521552899): Martin Baxter, Andrew Rennie: Books
Amazon.com: Financial Calculus : An Introduction to Derivative Pricing (9780521552899): Martin Baxter, Andrew Rennie: Books
euroazn Joined 7/25/10 Messages 862 Points 38 10/10/10 #3 Go for Stochastic Calculus for Finance by Shreve... it's the premier book.
W wayneuy Joined 9/16/10 Messages 10 Points 11 10/11/10 #4 Thanks guys!!! Btw, can anyone recommend books on the mathematics of zero-coupon bond valuation? Thanks!
Thanks guys!!! Btw, can anyone recommend books on the mathematics of zero-coupon bond valuation? Thanks!
K kinderchocolate Joined 5/21/09 Messages 13 Points 11 10/11/10 #5 Interest Rate Models - Theory and Practice With Smile, Inflation and Credit
