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Lecture Notes
2754views
17 years 1 months ago
Advanced Microeconomic Theory
These lecture notes cover several topics such as Preliminaries on Modern Economics and Mathematics, Consumer Theory, Production Theory, Choice Under Uncertainty, Game Theory, Theor...
Guoqiang Tian

Lecture Notes
746views
17 years 2 months ago
Martingales, Diffusions and Financial Mathematics
The notes cover several topics such as Measure Theory, Discrete Time Martingales, Discrete Time Option Pricing, Continuous Time, Martingales, Stochastic Integrals, Stochastic Calcu...
A.W. van der Vaart

Lecture Notes
1351views
17 years 2 months ago
The Fundamental Theorem of Asset Pricing
"These lecture notes treat various versions of the so-called “fundamental theorem of asset pricing”. Many students are familiar with statements about models for financia...
Harry van Zanten

Lecture Notes
2225views
17 years 1 months ago
Microeconomics
The main objective of the course is for students to be able to analyze problems in microeconomic theory at the beginning graduate level. Students successfully completing the course...
Arne Hallam