Financial Economics and Stochastic Calculus — Internet Resources
Lecture Notes
- Advanced Financial Models (Mike Tehranchi, Statistical Laboratory, DPMMS, Cambridge)
- This lecture course was taught by Dr. Mike Tehranchi in Michaelmas Term 2015 in Part III
of the Cambridge Mathematical Tripos.
- Stochastic Calculus and Applications (Mike Tehranchi, Statistical Laboratory, DPMMS, Cambridge)
- This lecture course was taught by Dr. Mike Tehranchi in Lent Term 2015 in Part III
of the Cambridge Mathematical Tripos.
Financial mathematics requires a good understanding of formal
probability theory founded on measure theory.
- Probability and Measure (James Norris, Statistical Laboratory, DPMMS, Cambridge)
- This lecture course was taught by Prof. James Norris in in Part II
of the Cambridge Mathematical Tripos.