1MA255 · 5 hp · Avancerad nivå
Partiella differentialekvationer med finansiella tillämpningar
Reading list valid from autumn 2024
Retrieved from uu.se 14 Oct 2026 · View the original on uu.se
Required reading
Huvudgrupp 1
Kohn, Robert, PDE for Finance, Courant Institute, New York University, 2011, http://www.math.nyu.edu/faculty/kohn/pde_finance_2011.html
Not a book to buyAs written on the list
Kohn, Robert, PDE for Finance, Courant Institute, New York University, 2011, http://www.math.nyu.edu/faculty/kohn/pde_finance_2011.html
Other reading (not marked as required)
Huvudgrupp 1
Arbitrage theory in continuous time
Verified editionBjörk, Tomas · Fourth edition. · Oxford University Press · 2020
ISBN 9780198851615 · print
As written on the list
Björk, Tomas, Arbitrage theory in continuous time, Fourth edition., Oxford, Oxford University Press, 2020
Brownian motion and stochastic calculus
Verified editionKaratzas, Ioannis; Shreve, Steven E. · 2. ed. · 1991
ISBN 9783540976554 · print
As written on the list
Karatzas, Ioannis; Shreve, Steven E., Brownian motion and stochastic calculus, 2. ed., Berlin, Springer, cop. 1991
Estimated cost
Other books
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