File : pdf, 642 KB, 129 pages
by Dr. Christian-Oliver Ewald
CONTENTS
1 Stochastic Processes in Continuous Time
1.1 Filtrations and Stochastic Processes
1.2 Special Classes of Stochastic Processes
1.3 Brownian Motion
1.4 Black and Scholes’ Financial Market Model
2 Financial Market Theory
2.1 Financial Markets
2.2 Arbitrage
2.3 Martingale Measures
2.4 Options and Contingent Claims
2.5 Hedging and Completeness
2.6 Pricing of Contingent Claims
2.7 The Black-Scholes Formula
2.8 Why [...]












