Financial Sector Assessment: A Handbook
Publisher: World Bank Publications 2005
Number of pages: 488
The Handbook presents an overall analytical framework for assessing financial system stability and developmental needs, providing broad guidance on approaches, methodologies, and techniques of assessing financial systems. It is designed for generic use in financial sector assessments, whether conducted by country authorities themselves, or by World Bank and IMF teams.
Home page url
Download or read it online for free here:
by Christian-Oliver Ewald - Social Science Electronic Publishing
These are the lecture notes for a course in continuous time finance. Contents: stochastic processes in continuous time, financial market theory, stochastic integration, explicit financial market models, and portfolio optimization.
by Zura Kakushadze - arXiv
These are the lecture notes for an advanced Ph.D. level course, primarily focused on an introduction to stochastic calculus and derivative pricing with various stochastic computations recast in the language of path integral, which is used in physics.
by Richard F. Bass
Lecture notes on mathematical finance - figuring out the price of options and derivatives. The text civers elementary probability, the binomial asset pricing model, advanced probability, the continuous model, and term structure models.
by Farida Kachapova - Bookboon
This book explains portfolio modelling in financial mathematics as a consistent mathematical theory with all steps justified. Topics include mean-variance portfolio analysis and capital market theory. The book contains many examples with solutions.