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 [...]














