Today's topic was conditional expectations …

Today's topic was conditional expectations of random variables, conditioned on events and algebras (all available information). I will continue with martingales and risk-netural probability measures on Tuesday.

NB! All the mandatory assignments will be handed out in lecture on Tuesday November 10. Those who do not get approved in their first attempt will get a new deadline on Tuesday November 17, kl.14.30, to make a second and final attempt.

Published Nov. 5, 2009 3:03 PM - Last modified Nov. 24, 2009 10:40 PM