714
Views
0
CrossRef citations to date
0
Altmetric
Book Review

Lectures on Financial Mathematics: Discrete Asset Pricing, by G. Anderson and A. Kercheval

Pages 1703-1705 | Published online: 09 Nov 2011

References

  • Baxter , M and Rennie , A . 1996 . Financial Calculus: An Introduction to Derivative Pricing , Cambridge : Cambridge University Press .
  • Björk , T . 1998 . Arbitrage Theory in Continuous Time , Oxford : Oxford University Press .
  • Cont , R and Tankov , P . 2004 . Financial Modeling with Jump Processes , London : Chapman & Hall/CRC .
  • Cox , J , Ingersoll , J and Ross , S . 1981 . The relationship between forward prices and futures prices . J. Financ. Econ. , 9 : 321 – 346 .
  • Delbaen , F and Schachermayer , W . 2006 . The Mathematics of Arbitrage , Berlin : Springer .
  • Duffie , D . 2001 . Dynamic Asset Pricing Theory, , 3rd , Princeton : Princeton University Press .
  • Föllmer , H and Schied , A . 2004 . Stochastic Finance: An Introduction In Discrete Time, , 2nd , Walter de Gruyter .
  • Glasserman , P . 2004 . Monte Carlo Methods in Financial Engineering , New York : Springer .
  • Jarrow , R and Oldfield , G . 1981 . Forward contracts and futures contracts . J. Financ. Econ. , 9 : 373 – 382 .
  • Jarrow , R and Protter , P . 2009 . Forward and futures prices with bubbles . Int. J. Theor. Appl. Finance , 12 : 901 – 924 .
  • Lamberton , D and Lapeyre , B . 2007 . Introduction to Stochastic Calculus Applied to Finance, , 2nd , London : Chapman & Hall/CRC .
  • Mikosch , T . 1999 . Elementary Stochastic Calculus With Finance in View , Singapore : World Scientific .
  • Shreve , S . 2004 . Stochastic Calculus for Finance II: Continuous Time Models , New York : Springer .
  • Shreve , S . 2005 . Stochastic Calculus for Finance I: The Binomial Asset Pricing Model , New York : Springer .
  • Steele , JM . 2001 . Stochastic Calculus and Financial Applications , New York : Springer .
  • Williams , RJ . 2006 . The Mathematics of Finance , Providence : American Mathematical Society .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.