Today I finished with Sections …

Today I finished with Sections 3.1-3.3 (thereby covering topics like information model / filtration, adapted stock price model, predictable and self-financing trading strategies, total portfolio value / gains processes, discounted processes, return and dividend processes). On Thursday the topic is conditional expectations and Martingales.

Published Nov. 3, 2009 6:37 PM - Last modified Nov. 24, 2009 10:40 PM