Mathematical Finance: Introduction to continuous time financial market models
by Christian-Oliver Ewald
Publisher: Social Science Electronic Publishing 2007
Number of pages: 129
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.
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by Robert Alan Hill - BookBoon
The book evaluates Modern Portfolio Theory for future study. We learn why anybody with the software and a reasonable financial education can model portfolios. We learn why investors and not their computers should always interpret their results.
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