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This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion- driven asset prices, it develo

Provides a foundation for probability based on game theory rather than measure theory. A strong philosophical approach with practical applications. Presents in-

An introduction to the mathematical theory and financial models developed and used on Wall Street Providing both a theoretical and practical approach to the und

This self-contained book presents the theory underlying the valuation of derivative financial instruments, which is becoming a standard part of the professional

A rigorous, unfussy introduction to modern probability theory that focuses squarely on applications in finance.