February 24th, 2006, 3:29 pm
For someone looking for a book that gives the discrete and continuous time math of financial marketsDothan's 'Prices in Financial Markets' is very good. Unlike most books, he does not put a heavy emphasison derivative pricing so what you get is more of the foundation of finance.New York : Oxford University Press, Date: 1990. S. Pliska's 'Introduction to Mathematical Financeiscrete Time Models' and H. Follmer & A. Schied 'StochasticFinance:An Introduction in Discrete Time' are more recent books that address the discrete time concepts.