Probability Theory in Finance: A Mathematical Guide to the Black-Scholes Formula (Graduate Studies in Mathematics, Vol. 70) cover
Probability Theory in Finance: A Mathematical Guide to the Black-Scholes Formula (Graduate Studies in Mathematics, Vol. 70)
by Seán Dineen
Description: Probability Theory in Finance: A Mathematical Guide to the Black-Scholes Formula presents mathematical techniques essential for understanding the Black-Scholes formula and its applications within financial mathematics
ISBN: 0821839519
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philip1209 · 2012-12-18 · Original thread
I'm off to take the final exam for my first-ever finance class [1]. It's an upper-level undergraduate engineering course taught by a mathematician. Possibly some of the most difficult math I have done!

[1] Based on this book: http://www.amazon.com/Probability-Theory-Finance-Mathematica...