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Stochastic Calculus for Finance II
Core graduate text on continuous-time models, Brownian motion, stochastic integration, risk-neutral pricing and Black-Scholes theory.
Learning field
Option Pricing
Derivative valuation and hedging.
Curated learning
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The Pricing of Options and Corporate Liabilities
Seminal paper deriving the Black-Scholes option-pricing framework and its no-arbitrage foundations.