1MS045 · 10 hp · Avancerad nivå

Sannolikhetsteori och martingaler

Reading list valid from autumn 2025

Retrieved from uu.se 14 Oct 2026 · View the original on uu.se

Other reading (not marked as required)

Huvudgrupp 1

  • Probability with martingales

    Verified edition

    Williams, David · Cambridge University Press · 1991

    ISBN 9780521404556 · print

    As written on the list

    Williams, David, Probability with martingales, New York, Cambridge University Press, 1991

  • Mathematics of financial markets

    Verified edition

    Elliott, Robert J.; Kopp, P. Ekkehard · 2. ed. · 2005

    ISBN 9780387212920 · print

    As written on the list

    Elliott, Robert J.; Kopp, P. Ekkehard, Mathematics of financial markets, 2. ed., New York, Springer, cop. 2005

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