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 Decision-making and Investor Behaviourby Peter Dybdahl Hede - BookBoon
Behavioural finance uses our knowledge of psychology to improve our understanding of how individual investors make financial decisions. This book provides an introduction to behavioural finance, investor behaviour and financial decision-making.
(7672 views)
Analysis and Linear Algebra for Financeby Patrick Roger - Bookboon
These volumes present the elements of analysis and linear algebra used in financial models and in microeconomics. Functions and matrices are developed in part I and vector spaces, linear mappings and optimization methods are developed in part II.
(6667 views)
Financial Strategy for Public Managersby Sharon Kioko, Justin Marlowe - 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.
(2840 views)
Company Valuation and Share Priceby Robert Alan Hill - BookBoon
This is an investor's guide to company share valuation in today's volatile markets using performance measures published by stock exchanges worldwide, plus other source material drawn from company data, analyst reports and the internet.
(5336 views)