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Martingales - Study guides, Class notes & Summaries

Looking for the best study guides, study notes and summaries about Martingales? On this page you'll find 22 study documents about Martingales.

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Lecture 3 Financial Engineering II (E4707)

  • Lecture 3 Financial Engineering II (E4707)

  • Class notes • 4 pages • 2024
  • Lecture 3 Financial Engineering II (E4707) Lecture 3: Martingales and Quadratic Variation Processes 2 Quadratic Variation Processes
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B8.1 Probability, Measure & Martingales (Lecture Notes)

  • B8.1 Probability, Measure & Martingales (Lecture Notes)

  • Class notes • 64 pages • 2021
  • Hand-written lecture notes taken from the Oxford undergraduate Mathematics course "B8.1 Probability, Measure and Martingales". Contains content discussed in the in-person lectures which does not appear in the online lecture notes. NOTE: Contains 15 lectures out of 16 (missing lecture 14).
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