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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.

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