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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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