Financial Stochastics

This is a long lecture note about Financial Stochastic. It covers several topics such as Martingale Representation, Finite Economies, Black-Scholes Models, American Options, Payment Processes Infinite Economies, Vanilla Interest Rate Contracts, Swap Rate Models, etc. The core terminology for these notes is taken from Hunt and Kennedy.

• Year: 2005
• Authors: Harry van Zanten
• Keywords: Financial Stochastic