Bibliography for COMPG008: Stochastic Processes for Finance: Guido Germano BETA

1.

Gardiner CW, Gardiner CW. Stochastic Methods: A Handbook for the Natural and Social Sciences. Vol Springer series in synergetics. Fourth edition. Springer; 2009.

2.

McCauley JL. Stochastic Calculus and Differential Equations for Physics and Finance. Cambridge University Press; 2013. http://dx.doi.org/10.1017/CBO9781139019460

3.

Kampen NG van. Stochastic Processes in Physics and Chemistry. Vol North-Holland personal library. 3rd ed. Elsevier; 2007. https://www-sciencedirect-com.libproxy.ucl.ac.uk/book/9780444529657/stochastic-processes-in-physics-and-chemistry

4.

Wolfgang Paul. Stochastic Processes. Springer; 1999.

5.

Sheldon M. Ross. Stochastic Processes. Wiley; 1996.

6.

Howard M. Taylor. An Introduction to Stochastic Modeling. Academic Press; 1998.

7.

Samuel Karlin. A Second Course in Stochastic Processes. Academic Press; 1981.

8.

Samuel Karlin. A First Course in Stochastic Processes. Academic Press; 1975.