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Financial Calculus. By M. Baxter and A. Rennie (Cambridge University Press, 1996) £24.95 - Options Futures and other Derivatives (Third Edition). By J. C. Hull (Prentice-Hall, 1967) £27.50 - Stochastic Calculus applied to Finance. By D. Lamberton and B. Lapeyre (Chapman & Hall, 1996) £30.00 - The Mathematics of Financial Derivatives. By P. Wilmott, S. Howison and J. Dewynne (Cambridge University Press, 1995) £14.99

Published online by Cambridge University Press:  10 June 2011

A.S. Macdonald
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Reviews
Information
British Actuarial Journal , Volume 3 , Issue 2 , 01 June 1997 , pp. 485 - 495
Copyright
Copyright © Institute and Faculty of Actuaries 1997

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References

REFERENCES

Dothan, M.U. (1990). Prices in financial markets. Oxford University Press, New York & Oxford.Google Scholar
Duffie, D. (1996). Dynamic asset pricing (2nd edition). Princeton University Press.Google Scholar
Øksendal, B. (1995) Stochastic differential equations (4th edition). Springer-Verlag, Berlin & Heidelberg.CrossRefGoogle Scholar
Williams, D.W. (1991). Probability with martingales. Cambridge University Press.CrossRefGoogle Scholar