Bibliography for MA37810 Stochastic models in finance BETA

1.

Ross, S. M. An Elementary Introduction to Mathematical Finance. (Cambridge University Press, Cambridge, 2011).

2.

Elliott, R. J. & Kopp, P. E. Mathematics of Financial Markets. (Springer, New York, 2010).

3.

Lamberton, D. & Lapeyre, B. Introduction to Stochastic Calculus Applied to Finance / Damien Lamberton, Bernard Lapeyre. vol. Chapman&Hall/CRC financial mathematics series (Chapman & Hall, Boca Raton, 2008).

4.

Baxter, M. & Rennie, A. Financial Calculus: An Introduction to Derivative Pricing. (Cambridge University Press, Cambridge, 1996).