Download APA Citation Platen, E., & Bruti-Liberati, N. (2010). Numerical Solution of Stochastic Differential Equations with Jumps in Finance. Springer-Verlag. Chapter Summary PrefaceThe book "Numerical Solution of Stochastic Differential Equations with Jumps in Finance" by Eckhard Platen and Nicola Bruti-Liberati...

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Download Citation Glasserman, P. (2003). Monte Carlo Methods in Financial Engineering. Springer. Chapter Summary PrefaceThe book "Monte Carlo Methods in Financial Engineering" by Paul Glasserman explores the intersection of Monte Carlo simulation methods and financial engineering. It aims to serve...

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Download Citation: Williams, D. (2014). Probability with Martingales. Cambridge University Press. Chapter Summary: PrefaceThe preface emphasizes the importance of exercises in understanding the material and explains the structure of the book. It highlights the necessity of measure theory in probability...

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Download Citation Øksendal, B. (2013). Stochastic Differential Equations: An Introduction with Applications (6th ed., corrected printing). Springer-Verlag. https://doi.org/10.1007/978-3-642-14394-6 Chapter Summary Introduction The book begins by motivating the study of stochastic differential equations (SDEs) through various practical problems where randomness plays...

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Download Citation: Resnick, S. I. (2005). Adventures in stochastic processes. Birkhäuser Boston. Chapter Summary Introduction: Sidney I. Resnick’s Adventures in Stochastic Processes provides a comprehensive and detailed exploration of various stochastic processes, fundamental concepts, and their applications. The book is...

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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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