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...Macf mast stochastic calculus and finance winter lecture times tbc location textbook for ii continuous time models by steven shreve springer topics covered this course will cover an introduction to applications mathematical nance see overleaf a more precise schedule assessment grades in be determined mid term nal exam regular assignments your mark composed as follows assigments midterm week mathematics book probability spaces random variables ch expectation convergence theorems change of measure radon nikodym derivative independence conditional filtrations martingales brownian motion discretisations brownianmotionasamartingale ex ponential martingale brownianmotionasamarkovprocess first passage reection princi ple joint distribution mo tion its maximum quadratic variation volatility geometric bm the it o integral isometry processes s formula black scholes equation stochas pricing european vanilla options tic higher dimensions put call parity l evy theorem girsanov rep risk neutral pric...