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Lectures on Probability Theory and Statistics: Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000 by Sergio Albeverio

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Lectures on Probability Theory and Statistics: Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000 by Sergio Albeverio

Lectures on Probability Theory and Statistics: Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000 (Lecture Notes in Mathematics) by Sergio Albeverio
English, French | Sep 10, 2003 | ISBN: 3540403353 | 303 Pages | PDF | 9 MB

The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail.