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Material Detail

Mathematical Finance: Introduction to continuous time financial market models

Mathematical Finance: Introduction to continuous time financial market models

"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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More about this material

Material Type:
Open (Access) Textbook
Date Added to MERLOT:
June 28, 2011
Date Modified in MERLOT:
June 28, 2011
Author:
Christian-Oliver Ewald, University of Sydney
Submitter:
Cathy Swift
Primary Audience:
College Upper Division, Graduate School
Technical Format:
Website
Mobile Compatibility:
Not specified at this time
Technical Requirements:
Download as pdf from this site.
Language:
English
Cost Involved:
no
Source Code Available:
unknown
Accessibility Information Available:
Unknown
Creative Commons:
no

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