- #1
Iforgot
- 105
- 0
Hey,
I'm studying for interviews at the big finance firms, where I hear they grill you on stochastic calculus and finance stuff.
I'm currently studying Oksendal and Shreve, and while I can follow the applied math parts, I would like to get a firmer grasp on the pure math parts. Does anyone know what subject Borel spaces and sigma algebras fall under, and recommend any books on the subject.
Iforgot
I'm studying for interviews at the big finance firms, where I hear they grill you on stochastic calculus and finance stuff.
I'm currently studying Oksendal and Shreve, and while I can follow the applied math parts, I would like to get a firmer grasp on the pure math parts. Does anyone know what subject Borel spaces and sigma algebras fall under, and recommend any books on the subject.
Iforgot