Download Citation Sundaresan, S. (2009). Fixed Income Markets and Their Derivatives (3rd ed.). Academic Press. Chapter Summary Part 1: Institutions and Conventions Chapter 1: Overview of Fixed Income Markets Introduces debt securities, their markets, and key players. Discusses the characteristics...

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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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