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Module Reading List

Discrete Time Finance, 2021/22, Semester 1
Dr Georgios Aivaliotis
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,, 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 06/09/2021