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Table Of Contents

1. Review of elementary probability
2 if the first two tosses were heads and
3. Martingales
5. The one step binomial asset pricing model
6. The multi-step binomial asset pricing model
7. American options
8. Continuous random variables
9. Brownian motion
10. Markov properties of Brownian motion
11. Stochastic integrals
12. Ito’s formula
13. The Girsanov theorem
14. Stochastic differential equations
15. Continuous time financial models
16. Martingale representation theorem
17. Completeness
18. Black-Scholes formula, I
19. Black-Scholes formula, II
20. Solving PDE
21. The fundamental theorem of finance
22. American puts
23. Term structure
24. Some interest rate models
25. Foreign exchange
26. Dividends
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Financial Mathematics (Lectures)

Financial Mathematics (Lectures)

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Published by David Maya

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Published by: David Maya on Apr 01, 2011
Copyright:Attribution Non-commercial


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