Denna www-sida har författats av Patrik
Albin - Ansvarsförhållanden (This webpage has been written by Patrik Albin -
Disclaimer)
Graduate Course in STOCHASTIC CALCULUS, Spring 2001
LECTURE NOTES
[updated 13 June (and work discontinued (for the moment))] ps-format /
pdf-format
First call
for paticipation (8 December 2000)
Second call
for paticipation (25 January 2001)
Third call
for paticipation (Including schedule) (12 February 2001)
Schedule, Prerequisites, Literature and other formal things
ps-file /
pdf-file
The Preface to the book by Karatzas and Shreve on Matematical Finance
ps-file /
pdf-file
(which
is not course literature, but is displayed here because it
gives a
nice non-technical introduction to the application of Stochastic Calculus to
Matematical Finance)
Responsible for the course is
Patrik Albin. Questions are wellcomed.
- Email: palbin@math.chalmers.se
- Telefon (Phone): +46 (31) 772 3512
- Fax: +46 (31) 772 3508
- Rum (Room): 1419
- Adress: Institutionen för Matematik, Avdelningen för
Matematisk Statistik, SE-412 96 Göteborg,
Sweden
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