1. Home
  2. Material Detail: “Mathematical Finance: Introduction to continuous time financial market models”

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."

 

Disciplines:
Go to Material
Bookmark / Add to Course ePortfolio
Create a Learning Exercise
Add Accessibility Information
Rate
Add a Comment

Quality

  • User Rating
  • Comments
  • Learning Exercises
  • Bookmark Collections
  • Course ePortfolios
  • Accessibility Info

More about this material

Material Type:
Open (Access) Textbook
Date Added to MERLOT:
June 28, 2011
Date Modified in MERLOT:
June 28, 2011
Author:
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

Browse...

Disciplines with similar materials as Mathematical Finance: Introduction to continuous time financial market models
People who viewed this also viewed

Comments

Log in to participate in the discussions or sign up if you are not already a MERLOT member.