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5B1862 Stochastic calculus and the theory of capital markets, 5 p
(Stokastisk kalkyl och kapitalmarknadsteori)

Instructors: Tomas Björk and Camilla Landén.

The course gives knowledge in the basic theory of stochastic differential equations and Ito calculus and their applications in the theory of capital markets. The focus will mainly be on arbitrage pricing of derivative securities such as options and bonds.



Anders Forsgren
2/21/2001