Leeds University Library

Module Reading List

Discrete Time Finance, 2017/18, Semester 1
Professor Alexander Veretennikov
Tutor information is taken from the Module Catalogue

Main course text:

Stanley R. Pliska: “Introduction to mathematical finance : discrete time models”, Blackwell Publishers, 1997. (A Chinese edition of this book is available: Economic Science Press, www.esp.com.cn, ISBN: 7-5058-2995-5.)

Additional reading:

Steven E. Shreve: “Stochastic calculus for finance 1. Binomial asset pricing model”, Springer, New York, 2004

David Luenberger: “Investment science”, Oxford University Press, Oxford, 1998

This list was last updated on 01/09/2011