Hacker Newsnew | past | comments | ask | show | jobs | submitlogin

> Björk: Arbitrage Theory in Continuous Time

is standard graduate stochastic calculus course material. An undergrad degree in math usually specializes in a certain track: algebra or analysis. The analysis background would be a closer fit as the material is focused on the continuous applications (not HFT) and likely have covered the introductory measure and probability theory material. The finance portion focuses on the arbitrage-risk neutral model that is at least a semester worth a material.



Guidelines | FAQ | Lists | API | Security | Legal | Apply to YC | Contact

Search: