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Discrete Time Finance

Christian-Oliver Ewald
Center for Dynamic Macroeconomic Analysis, University of St. Andrews, School of Economics and Finance; University of Sydney, School of Mathematics and Statistics

March 27, 2007


Abstract:     
These are my Lecture Notes for a course in Discrete Time Finance which I taught in the Winter term 2005 at the University of Leeds. I am aware that the notes are not yet free of error and the manuscrip needs further improvement. I am happy about any comment on the notes. Please send your comments via e-mail to ce16@st-andrews.ac.uk.

Keywords: Discrete Time Finance, Mathematical Finance

JEL Classifications: C61, G11, G12, G13

Working Paper Series

Date posted: March 28, 2007 ; Last revised: March 28, 2007

Suggested Citation

Ewald, Christian-Oliver, Discrete Time Finance (March 27, 2007). Available at SSRN: http://ssrn.com/abstract=976589


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Contact Information

Christian-Oliver Ewald (Contact Author)
Center for Dynamic Macroeconomic Analysis, University of St. Andrews, School of Economics and Finance ( email )
Castlecliffe
The Scores
St. Andrews, Fife KY16 9AL
United Kingdom
+44(0)1334 462435 (Phone)
HOME PAGE: http://www.maths.usyd.edu.au/u/ewald/
University of Sydney, School of Mathematics and Statistics ( email )
New South Wales
Sydney, NSW 2006
Australia
+ 61 2 9351 5778 (Phone)
HOME PAGE: http://www.maths.usyd.edu.au/u/ewald/
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