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Mathematical Finance

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Applied Quantitative Finance
Author: W. Härdle, T. Kleinow, G. Stahl  Language:
Contents: Value at Risk; Credit Risk; Implied Volatility; Econometrics.
Financial mathematics lectures notes
Author: Rich Bass  Language:
Contents: Measure theory; Probability; Complex analysis; Stochastic calculus for discontinuous processes; General theory of processes; Stochastic calculus, with applications to finance, PDE, and p . . . . .
Mathematical Finance: Introduction to continuous time Financial Market models
Author: Dr. Christian-Oliver Ewald  Language:
Contents: Stochastic Processes in Continuous Time; Financial Market Theory; Stochastic Integration; Explicit Financial Market Models; Portfolio Optimization.
DiscreteTimeFinance
Author: Dr. Christian-OliverEwald  Language:
Contents: single period market models; multi period market models.
An Introduction to Business Mathematics
Author: Henk van Elst (Karlshochschule International University)  Language:
These lecture notes provide a self-contained introduction to the mathematical methods required in a Bachelor degree programme in Business, Economics, or Management. In particular, the topics covered c . . . . .

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