Sergio Albeverio - Lectures on Probability Theory and Statistics: Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000
2003 | ISBN: 3540403353 | English, French | 303 pages | PDF | 3 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.
