Advanced Mathematics:
Financial Tools and Applications
Readings
Pre-reading: T.W. Epps, Pricing Derivative Securities, World Scientific, 2000.G.R. Grimmett and D.R. Stirzaker, Probability and Random Processes, Oxford University Press, 1982
These documents are for course participants and can only be opened with the appropriate password, which was provided in your course confirmation email.
Pricing Derivative Securities chapters 2 and 3
Probability & Random Processes chps 1,2,3,4, sect 5.1.,5.2,5.3,5.6,5.7, chp 7, 9 sec 9.5,9.6,9.7,9.8
Following the course further readings will be available from LFS library
If you don't already have it, get the reader here:
