Stochastic Processes: The Fundamentals

Samenvatting Stochastic Processes: the Fundamentals van de Master Finance aan de VU (keuzevak voor Financial Econometrics). De samenvatting omvat de volgende onderwerpen: no-arbitrage pricing, risk neutral pricing, derivative pricing, binomial tree model, algebras and filtrations, markov processes, random variables, expectation and variance, random walk, Brownian motion, ito's lemma, Black-Scholes, Girsanov's theorem, risk neutral valuation, put-call parity, short rate models, pricing caps...