Stochastic Financial Models

Stochastic Financial Models	Michael Tehranchi
Lent 2010

9-10am Tue, Thu, Sat in MR2

Lecture notes and example sheets

Example sheet 1

Example sheet 2

Example sheet 3

Example sheet 4 . A solution to problem 3

Supplemental reading

(NEW) D. Kennedy. Stochastic Financial Models. Chapman & Hall/CRC Financial Mathematics Series. 2010

Here are some books on probability theory at the level encountered in this course.

G. Grimmett and D. Stirzaker. Probability and Random Processes. Oxford University Press. 2001
D. Williams. Probability with Martingales. Cambridge University Press. 1991

Interesting links

The probability seminar meets every Tuesday at 4.30pm in MR12. Attendees are invited to tea with the speaker at 4pm in the Pavillion D common room.

The finance workshop meets most Fridays at 5.00 in the Winstanley Lecture Theatre at Trinity College.

Last updated 8 March 2010.