Probability and Martingales
10 credits
Reading list, Master's level, 1MS045
A revised version of the reading list is available.
Main group 1
- Williams, David, Probability with martingales, New York, Cambridge University Press, 1991
- Elliott, Robert J.; Kopp, P. Ekkehard, Mathematics of financial markets, 2. ed., New York, Springer, cop. 2005