THE GRAND TREATISE ON ADVANCED QUANTITATIVE FINANCE: STOCHASTIC CALCULUS, MARKET MICROSTRUCTURE, EXTREME RISK, AND DECENTRALIZED MECHANICS
PART I: THE MEASURE-THEORETIC FOUNDATIONS OF CONTINUOUS-TIME FINANCE AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING To truly comprehend the absolute zenith of financial mathematics, one must abandon the rudimentary algebra of introductory finance and descend into the profoundly abstract, rigorously axiomatized realm of measure-theoretic probability and advanced stochastic calculus, wherein the continuous-time evolution of asset…
