## Lecture Notes

### Computational, Quantitative, and Mathematical Finance

#### Lecture Notes

#### Problem Sets

#### References and Further Reading

Click on linked topics to view lecture notes.

Click on the following links topics for problems.

Paul S.P. Cowpertwait, Andrew V. Metcalfe, Introductory Time Series with R, Springer, 2009

Gergely Daróczi at al., Introduction to R for Quantitative Finance, Packt Publishing, 2013

Jitka Dupacova, Jan Hurt and Josef Stepan, Stochastic Modeling in Economics and Finance, Kluwer Academic Publishers, 2003

A.G. Malliaris, W.A. Brock (a Foreword and Contributions), Stochastic Methods in Economics and Finance, Elsevier Science, 1982

Steven E. Shreve, Stochastic Calculus and Finance, Lecture Notes

Extended version of Steven Shreve's lecture notes has been published as two books.

Steven E. Shreve, Stochastic Calculus for Finance I: The Binomial Asset Pricing Model, Springer, 2004Steven E. Shreve, Stochastic Calculus for Finance II: Continuous Time Models, Springer, 2004

Ruey S. Tsay, Analysis of Financial Time Series, Financial Econometrics, John Wiley & Sons, Inc.,2002