Antonis Papapantoleon
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105.057 Finanzmathematik 2: zeitstetige Modelle
The lectures take place on- Wednesday 8:30–10:00 at FH HS3 & 10:15–11:15 at FH HS2
- Thursday 14:00–15:30 at FH HS2.
- Wednesday 13:15–14:45 at HS 14
- Steven Shreve: Stochastic Calculus for Finance II: Continuous-Time Models, Springer Finance, 2004.
- Damien Lamberton & Bernard Lapeyre: Introduction to Stochastic Calculus Applied to Finance, Chapman & Hall/CRC, 2007.
- Tomas Björk: Arbitrage Theory in Continuous Time, Oxford Finance Series, 2004.
- Robert Jarrow and Philip Protter:
A short history of stochastic integration and mathematical finance: the early years, 1880–1970.
In A. DasGupta (Ed.), A festschrift for Herman Rubin, pp. 75–91, Institute of Mathematical Statistics, 2004.