Y Diawara

Math Journey to Black-Scholes, Greeks and Beyond: An Extended Exposition

This is a self-contained, graduate-level exposition tracing the path fromelementary probability to modern option pricing. Every model is built from itsmathematical foundations, every formula is derived, and every assumption isstated and examined. Part I develops the complete theo...

Proofs and Derivations for the Math Journey to Black-Scholes, Greeks and Beyond

This companion volume provides complete, rigorous proofs for every result statedin "Math Journey to Black-Scholes, Greeks and Beyond: An Extended Exposition."Part I proves the measure-theoretic and stochastic-calculus foundations, fromJensen's inequality and the Radon-Nikodym the...

Math Journey to Black-Scholes, Greeks and Beyond: An Extended Exposition

This is a self-contained, graduate-level exposition tracing the path fromelementary probability to modern option pricing. Every model is built from itsmathematical foundations, every formula is derived, and every assumption isstated and examined. Part I develops the complete theo...