stochastic calculus for finance ii continuous-time models
Post on 11-Oct-2015
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acerThis makes sense that capital invested in stock could be also put into the monetory market
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1 General Probability Theory1.1 Infinite Probability Spacesdefinition of sigma algebra1.2 Random Variables and Distributions23 3.2 Scaled RandomWalk4 Stochastic Calculus4.1 Introduction4.4 - Ito-Doeblin Formula4.5 Black-Scholes-Merton Equation4.5.2 Evolution of Option Value5 Risk-Neutral Pricing5.1 Introduction
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