Logo

Mathematical Finance: Introduction to continuous time financial market models

Small book cover: Mathematical Finance: Introduction to continuous time financial market models

Mathematical Finance: Introduction to continuous time financial market models
by

Publisher: Social Science Electronic Publishing
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.

Home page url

Download or read it online for free here:
Download link
(640KB, PDF)

Similar books

Book cover: Stochastic Processes for FinanceStochastic Processes for Finance
by - BookBoon
Topics: Discrete-time stochastic processes (Markov chains , Martingales); Continuous-time stochastic processes (General framework, Brownian motion); Stochastic integral and Ito's lemma (Girsanov theorem, Stochastic differential equations).
(7037 views)
Book cover: Financial Strategy for Public ManagersFinancial Strategy for Public Managers
by - The Rebus Foundation
This is a new generation textbook for financial management in the public sector. It offers a thorough, applied, and concise introduction to the essential financial concepts and analytical tools that today's effective public servants need to know.
(1355 views)
Book cover: International Financial ReportingInternational Financial Reporting
by - BookBoon
The author explains the informational value of an annual report under the IFRS (International Financial Reporting Standards). Topics as the Balance sheet, Income statement, Cash flow statement and Statement of changes in equity are explained.
(11351 views)
Book cover: Mathematical Models in Portfolio AnalysisMathematical Models in Portfolio Analysis
by - Bookboon
This book explains portfolio modelling in financial mathematics as a consistent mathematical theory with all steps justified. Topics include mean-variance portfolio analysis and capital market theory. The book contains many examples with solutions.
(5605 views)