Bibliography for MA37810 Stochastic models in finance BETA

1

Ross SM. An elementary introduction to mathematical finance. Third edition. Cambridge: Cambridge University Press 2011.

2

Elliott RJ, Kopp PE. Mathematics of financial markets. Second edition. New York: Springer 2010.

3

Lamberton D, Lapeyre B. Introduction to stochastic calculus applied to finance / Damien Lamberton, Bernard Lapeyre. 2nd ed. Boca Raton: Chapman & Hall 2008.

4

Baxter M, Rennie A. Financial calculus: an introduction to derivative pricing. Cambridge: Cambridge University Press 1996.