Book review of: S. Dineen, Probability theory in finance. A mathematical guide to the Black-Scholes formula. 2nd ed.

MaRDI QIDQ2803963zbMATHFDO

Authors Walter Schachermayer

Publication date 3 May 2016

Published in Internationale Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL http://www.oemg.ac.at/IMN/imn227.pdf

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) External book reviews (00A17) Applications of stochastic analysis (to PDEs, etc.) (60H30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

Cited in

(2)

• scientific article; zbMATH DE number 6174469 (Why is no real title available?)
• scientific article; zbMATH DE number 2246228 (Why is no real title available?)

This page was built for publication: Book review of: S. Dineen, Probability theory in finance. A mathematical guide to the Black-Scholes formula. 2nd ed.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2803963)