Discrete Time Finance

104 Pages Posted: 28 Mar 2007  

Christian-Oliver Ewald

University of Glasgow; Center for Dynamic Macroeconomic Analysis, University of St. Andrews - School of Economics and Finance

Date Written: 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 Classification: C61, G11, G12, G13

Suggested Citation

Ewald, Christian-Oliver, Discrete Time Finance (March 27, 2007). Available at SSRN: https://ssrn.com/abstract=976589 or http://dx.doi.org/10.2139/ssrn.976589

Christian-Oliver Ewald (Contact Author)

University of Glasgow ( email )

Adam Smith Building
Glasgow, Scotland G12 8RT
United Kingdom

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/

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