Mathematical Finance: Introduction to continuous time financial market models
by Christian-Oliver Ewald
Publisher: Social Science Electronic Publishing 2007
Number of pages: 129
Description:
These are the lecture notes for a course in continuous time finance. Contents: stochastic processes in continuous time, financial market theory, stochastic integration, explicit financial market models, and portfolio optimization.
Download or read it online for free here:
Download link
(640KB, PDF)
Similar books
Financial Numerical Recipes in C++
by Bernt Arne Ødegaard
Useful examples and algorithms for people working within the field of finance. Typical examples are option/derivatives pricing, term structure calculations, mean variance analysis. The author made C++ subroutines that implements common algorithms.
(26172 views)
by Bernt Arne Ødegaard
Useful examples and algorithms for people working within the field of finance. Typical examples are option/derivatives pricing, term structure calculations, mean variance analysis. The author made C++ subroutines that implements common algorithms.
(26172 views)
A Basic Course in the Theory of Interest and Derivatives Markets
by Marcel B. Finan - Arkansas Tech University
This manuscripts is designed for an introductory course in the theory of interest and annuity. Each section contains the embedded examples with answer keys. The manuscript is suitable for a junior level course in the mathematics of finance.
(17723 views)
by Marcel B. Finan - Arkansas Tech University
This manuscripts is designed for an introductory course in the theory of interest and annuity. Each section contains the embedded examples with answer keys. The manuscript is suitable for a junior level course in the mathematics of finance.
(17723 views)
Topics in Stochastic Portfolio Theory
by Alexander Vervuurt - arXiv
Stochastic Portfolio Theory is a framework in which the normative assumptions from classical financial mathematics are not made, but in which one takes a descriptive approach to studying properties of markets that follow from empirical observations.
(8687 views)
by Alexander Vervuurt - arXiv
Stochastic Portfolio Theory is a framework in which the normative assumptions from classical financial mathematics are not made, but in which one takes a descriptive approach to studying properties of markets that follow from empirical observations.
(8687 views)
Global Imbalances and the Collapse of Globalised Finance
by Anton Brender, Florence Pisani - Centre for European Policy Studies
The world economy is recovering from the most disastrous episode in the history of globalization. The authors argue that the main problems were deeply rooted and are to be found in two developments that for many years were left uncontrolled.
(15032 views)
by Anton Brender, Florence Pisani - Centre for European Policy Studies
The world economy is recovering from the most disastrous episode in the history of globalization. The authors argue that the main problems were deeply rooted and are to be found in two developments that for many years were left uncontrolled.
(15032 views)