Lecture notes for a lecture of the same name for the master of finance at Shanghai Advanced Institute for Finance, from Shanghai Jiao Tong University.
The lecture notes are largely inspired by the Book of Foellmer and Schied. Disclaimer, the lecture notes is fully open source. The relevant thanks and references are not provided yet and therefore can not be considered as a book. Furthermore, it is still a work in progress with several typos and mistakes (Pull requests and suggestions are very welcome).
The lecture notes uses markdown together with MkDocs with a theme and functionalities of [MkDocs Material].
In order to run, you need a python environment in which you shall install the following packages
pip install mkdocs
pip install mkdocs-material
pip install mkdocs-bibtexTo run
mkdocs serve