Download Citation Lamberton, D., & Lapeyre, B. (2011). Introduction to Stochastic Calculus Applied to Finance (2nd ed.). CRC Press. Chapter Summary Introduction Provides an overview of the book's objectives, focusing on the probabilistic techniques required for understanding financial models. Emphasizes...

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Download Citation Hunt, P. J., & Kennedy, J. E. (2004). Financial Derivatives in Theory and Practice (Revised ed.). John Wiley & Sons. Chapter Summary Part I: Theory Chapter 1: Single-Period Option Pricing Introduces the basics of option pricing using replication...

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Download APA Citation Björk, T. (2020). Arbitrage Theory in Continuous Time (4th ed.). Oxford University Press. https://doi.org/10.1093/oso/9780198851615.001.0001 Chapter Summary Chapter 1: Introduction Introduces the concept and significance of arbitrage theory in finance, focusing on pricing models for financial derivatives like...

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Download Citation: Bingham, N. H., & Kiesel, R. (2004). Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (2nd ed.). Springer. Chapter Summary: Chapter 1: Derivative Background Introduces financial markets and instruments, emphasizing derivative securities like options, forwards, futures, and swaps....

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