129 Pages Posted: 2 Apr 2007
Date Written: 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.
Keywords: Mathematical Finance, Financial Market Models, Stochastic Integration, Option Pricing
JEL Classification: C61, G11, G12, G13
Suggested Citation: Suggested Citation
Ewald, Christian-Oliver, Mathematical Finance Introduction to Continuous Time Financial Market Models (March 27, 2007). Available at SSRN: https://ssrn.com/abstract=976593 or http://dx.doi.org/10.2139/ssrn.976593