http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
Financial statistics and mathematical finance
"The book will focus on elementary financial calculus, statistical models for financial data, option pricing.
Elementary financial calculus -- Arbitrage theory for the one-period model -- Financial models in discrete time -- Arbitrage theory for the multi-period model -- Brownian motion and related processes in continuous time -- Itō calculus -- The Black-Scholes model -- Limit theory for discrete-time processes -- Special Topics -- Appendix A -- Appendix B: Weak convergence and central limit theorems.
Includes bibliographical references and index.
Chichester, West Sussex ; Hoboken, N.J. : Wiley, 2012