Lecture Notes

Financial Stochastics

10 years 9 months ago
Financial Stochastics
This is a long lecture note about Financial Stochastic. It covers several topics such as Martingale Representation, Finite Economies, Black-Scholes Models, American Options, Payment Processes Infinite Economies, Vanilla Interest Rate Contracts, Swap Rate Models, etc. The core terminology for these notes is taken from Hunt and Kennedy.
Harry van Zanten
Added 17 Jan 2009
Updated 17 Jan 2009
Year 2005
Authors Harry van Zanten
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