Course

MATH-470: Martingales in financial mathematics

Summary

The aim of the course is to apply the theory of martingales in the context of mathematical finance. The course provides a detailed study of the mathematical ideas that are used in modern financial mathematics. Moreover, the concepts of complete and incomplete markets are discussed.

Official source

https://edu.epfl.ch/coursebook/en/martingales-in-financial-mathematics-MATH-470

Moodle Page

http://go.epfl.ch/MATH-470

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Ontological neighbourhood

Economics

Microeconomics: Financial economics

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