Question about Mathematical Finance
Maths and statistics discussion, revision, exam and homework help.
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Question about Mathematical Finance
Can anybody provide some resources for a (somewhat rigorous) introduction to Math Finance? Basically, I want to have the background to understand stuff like this
http://www3.stat.sinica.edu.tw/libra.../c-2002-10.pdf
So far, I don't understand how you can differentiate a stochastic process.