Bibliography for MA37810 Stochastic models in finance BETA

1.

Ross, S. M. An elementary introduction to mathematical finance. (Cambridge University Press, 2011).

2.

Elliott, R. J. & Kopp, P. E. Mathematics of financial markets. (Springer, 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, 2008).

4.

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