Recent content by oldfold

  1. O

    Please recommend a textbook to prepare me for math research in econ

    I'm not quite sure what kinds of Brownian motion models I'll be using, but I think its safe to say they will have little to do with bacteria. However, the rest of your response actually seems quite relevant. My research will be directed by a faculty member and I think derivatives were mentioned...
  2. O

    Please recommend a textbook to prepare me for math research in econ

    Next semester I'll be doing some independent research in the mathematics of trading. Specifically I'm looking for a text that will teach me to grapple with Markov Chains, Brownian motion models, mean reversion models, and models with regime switching.
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