Bibliography....................................................
Background Reading: Probability and Stochastic Processes
Ash, R. B. (1970),Basic Probability Theory, John Wiley & Sons, New York.
Brze ́zniak, Z. and Zastawniak, T. (1999),Basic Stochastic Processes,
Springer Undergraduate Mathematics Series, Springer-Verlag, London.
Capi ́nski, M. and Kopp, P. E. (1999), Measure, Integral and Probability,
Springer Undergraduate Mathematics Series, Springer-Verlag, London.
Capi ́nski, M. and Zastawniak, T. (2001),Probability Through Problems,
Springer-Verlag, New York.
Chung, K. L. (1974),A Course in Probability Theory, Academic Press, New
York.
Stirzaker, D. (1999),Probability and Random Variables. A Beginner’s Guide,
Cambridge University Press, Cambridge.
Background Reading: Calculus and Linear Algebra
Blyth, T. S. and Robertson, E. F. (1998),Basic Linear Algebra, Springer
Undergraduate Mathematics Series, Springer-Verlag, London.
Jordan, D. W. and Smith, P.(2002),Mathematical Techniques, Oxford Uni-
versity Press, Oxford.
Stewart, J. (1999),Calculus, Brooks Cole, Pacific Grove, Calif
Further Reading: Mathematical Finance
Baxter, M. W. and Rennie, A. J. O. (1996),Financial Calculus, Cambridge
University Press, Cambridge.
303ornia.