Transcription of Introduction to Quantitative Finance
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Introduction to Quantitative FinanceJos CorcueraContents1 Financial Discrete time models .. Strategies of investment .. Admissible strategies and arbitrage .. Martingales and opportunities of arbitrage .. Complete markets and option pricing .. American options .. The optimal stopping problem .. Application to American options .. Continuous-time models .. Continuous-time Martingales .. Stochastic Integration .. It o s Calculus .. The Girsanov theorem .. The Black-Scholes model .. Multidimensional Black-Scholes model with continuous div-idends.
Introduction to Quantitative Finance Jos´e Manuel Corcuera. 2 J.M. Corcuera. Contents 1 Financial Derivatives 3 ... by convention we take S0 0 = 1. If the relative profit of the riskless stock is constant: S0 n+1 −S 0 n S0 n = r ≥ 0 we will have S0 n+1 = S 0 n (1+r) = S0 0
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