Stony Brook University的金融分析讲义

内容包含：
Univariate Fat-Tailed Models
Copula Functions
Stochastic Volatility Models
Local Volatility Models
Models with Jumps
Models with Heavy-Tailed Returns and Tempered Stable Pricing

以及
Stochastic Processes in Discrete Time
ARMA Models
GARCH Models
Stochastic Processes in Continuous Time
Brownian Motion
Poisson Process and Cox Process
Compound Poisson Process
Transforms of Brownian Motion
Fractional Brownian Motion
Levy Processes
值得一看。