Mathematical Finance Introduction to Continuous Time Financial Market Models

129 Pages Posted: 2 Apr 2007

See all articles by Christian Oliver Ewald

Christian Oliver Ewald

University of Glasgow; Høgskole i Innlandet

Date Written: March 27, 2007

Abstract

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 ce16@standrews.ac.uk.

Keywords: Mathematical Finance, Financial Market Models, Stochastic Integration, Option Pricing

JEL Classification: C61, G11, G12, G13

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

Christian Oliver Ewald (Contact Author)

University of Glasgow ( email )

Adam Smith Building
Glasgow, Scotland G12 8RT
United Kingdom

Høgskole i Innlandet ( email )

Lillehammer, 2624
Norway

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