Archive for August, 2013

Financial Calculus

| August 26, 2013 | 0 Comments
Financial Calculus

Financial Calculus is rather an old book now, first being published in 1996. Despite its age it has (as far as i know) a unique place in the literature in that it attempts to teach continuous time stochastic calculus, without requiring a knowledge of (nor teaching) measure theoretic probability. It does in fact succeed to do […]

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What is Quantitative Finance?

| August 14, 2013 | 0 Comments
What is Quantitative Finance?

Quantitative Finance is an academic discipline that combines areas of mathematics, computer science, numerical analysis and economics. Arguably, the first major contribution to the subject was by Louis Bachelier with the publication of his PhD thesis, The Theory of Speculation, in 1900, the first time the stochastic process, now called Brownian motion, was used to […]

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