Mathematical Finance Introduction to Continuous Time Financial Market Models
University of Glasgow; Center for Dynamic Macroeconomic Analysis, University of St. Andrews - School of Economics and Finance
March 27, 2007
These are my Lecture Notes for a course in Continuous Time Finance which I taught in the Summer term 2003 at the University of Kaiserslautern. 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 email@example.com.
Number of Pages in PDF File: 129
Keywords: Mathematical Finance, Financial Market Models, Stochastic Integration, Option Pricing
JEL Classification: C61, G11, G12, G13working papers series
Date posted: April 2, 2007
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