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| First Page | Document Content | |
|---|---|---|
 Date: 2008-07-03 13:44:30Mathematical finance Martingale theory Stochastic calculus Options Risk-neutral measure Black–Scholes Girsanov theorem Martingale representation theorem Itō calculus Statistics Stochastic processes Probability theory |
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| Statistics 955 Stochastic Calculus and Financial Applications Professor J. Michael Steele Prerequisites: This course is designed for students who want to develop professional skill in stochastic calculus and its applicatDocID: S7kw - View Document |
| Basic Facts about Brownian Motion, Stochastic Integration and Stochastic Differential Equations M.Yor(1),(2) July 5, [removed])DocID: RMqq - View Document |