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

zbMATH Open1335.00080MaRDI QIDQ2803963FDOQ2803963

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)

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