English

B10B Mathematical Models of Financial Derivatives

These notes contain the core material. Some material is marked with an asterix and is not examinable. Some probability theory underlying conditional expectation and martingales is contained in the supplementary notes Background Probability, available on the course website. These are for those who wish to brush up on some probabilistic material, and are (I hope) helpful in developing intuition for notions like �ltrations and adaptedness of stochastic proicesses, using the binomial stock price model as an example.

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