Introduction to finance in discrete time: Options and forwards, efficient markets and the no arbitrage condition, binomial asset pricing model, portfolio strategies, stochastic processes, conditional expectation, martingales, optimal portfolio selection, exotic options.
Introduction to finance in discrete time: Options and forwards, efficient markets and the no arbitrage condition, binomial asset pricing model, portfolio strategies, stochastic processes, conditional expectation, martingales, optimal portfolio selection, exotic options.
