Optimal Investment

Course handouts:

• Notes on stochastic calculus

• Example sheet 1

• Question 8, Example sheet 1

• Example sheet 2

• Ito using Maple: chito

• Some variants on the basic Merton story.

• Python script and related functions for the study of how investors should come out of stocks as they get older.

• Examples class: Tue 5th May, 1400, MR 11.