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
How Noise Matters to Financeby N. Adriana Knouf - University of Minnesota Press
Knouf shows how noise affects the ways in which financial markets function. The book draws on different forms of noise, paying attention to how materiality and the interference of humans causes the meanings of noise to shift over space and time.
(6480 views)
Topics in Stochastic Portfolio Theoryby 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.
(8686 views)
Finance for Non-financial Managersby MTD Training - BookBoon
This textbook explains what all of the financial statements of a company means from a non finance point of view. Explained in easy to understand language, you will soon gain a great insight into the finance aspects of a company.
(19019 views)
Public Debt, Inequality, and Powerby Sandy Hager - University of California Press
This book is the first comprehensive historical analysis of public debt ownership in the United States. It reveals that ownership of federal bonds has been increasingly concentrated in the hands of the 1 percent over the last three decades.
(8264 views)