Mathematical Option Pricing. Course Material and Supplementary Pieces

A pike from the Medway, my daughter holds the fish. It was just under
      20lbs in weight


This pike weighed a little under 20lbs and was caught on a sprat just downstream of Teston Bridge during the spring of 2008. My daughter, Edele, holds the fish.

The following links are for preliminary material for MOP...the various chapters of the course MP3/4, Lebesgues Integral. This way of developing the Integral is due to Young and deliberately avoids the slicker treatments which have more hindsight. These are working notes, not canonical, and have an average number of typos and a few errors - see if you can find some!

Chapter 1 of MP3 , Chapter 2 of MP3, Chapter 3 of MP3, Chapter 4 of MP3, Chapter 5 of MP3, Chapter 6 of MP3, Chapter 7 of MP3, Chapter 8 of MP3, Chapter 9 of MP3, Chapter 10 of MP3, Chapter 11 of MP3, Chapter 12 of MP3, Chapter 13 of MP3.


Elementary Exercises on topology for the Real Line. I view this file using a mail client, KMail in my case, with the attachment viewed inline
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  • Chris Barnett
    Centre for Quantitative Finance
    Imperial College
    London SW7 2AZ
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