Pricing & Hedging Derivative C

An introduction to advanced probability theory in financial economics, this text covers continuous-time stochastic processes; trading, pricing, and hedging in c... » 

An introduction to advanced probability theory in financial economics, this text covers continuous-time stochastic processes; trading, pricing, and hedging in continuous time, using the Martingale approach; and the BlackScholes and Gaussian one-factor models of the term structure of interest rates. «