Financial Stochastics

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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

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Added	17 Jan 2009
Updated	17 Jan 2009
Year	2005
Authors	Harry van Zanten

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