随机分析/随机过程推荐的教材/经典:
姜礼尚.期权定价的数学模型和方法[M].高等教育出版社,2008.
Christian Ewald and Marek Rutkowski. Financial Mathematics. Lecture notes, 2016.
John C. Hull. Options, Futures, and Other Derivatives. 12th ed. Pearson, 2022.
James R. Norris. P robability. Lecture Notes, 2017.
Stanley Pliska. Introduction to Mathematical Finance. Blackwell publishers Oxford,1997.
Steven E. Shreve. Stochastic Calculus for Finance l: the Binomial Asset P ricingModel. Springer Science & Business Media, 2004.
Steven E. Shreve. Stochastic Calculus for Finance II: Continuous- time Models.Springer Science & Business Media, 2004.
第一部分笔记包括: