Poncet, Patrice; Portait, Roland; Toder, Igor - 2022
Options on Interest Rates -- 18 Elements of Stochastic Calculus -- 19 *The Mathematical Framework of Financial Markets Theory … asset valuation, risk assessment and measurement. Background in financial mathematics, particularly stochastic calculus, is …. Apart from an undergraduate-level knowledge of calculus, linear algebra and probability, the book is self-contained with no …