Exams are coming!
Get ready with premium notes and study guides!

Class Notes for MATH 3589 at Ohio State University (OSU)

  • 4 Results
  • About OSU
OSUMATH 3589John HolmesSpring

MATH 3589 Lecture Notes - Lecture 2: Random Variable, Risk Neutral, Sample Space

OC56318513 Page
1 May 2016
34
Let p be the actual prob- measures are positive for every sequence of coin tosses . Let z( ) be the radon- ability measure and ep be the risk-neutral p
View Document
OSUMATH 3589John HolmesSpring

MATH 3589 Lecture Notes - Lecture 4: Random Variable, Adapted Process, Fair Coin

OC5631857 Page
1 May 2016
12
Homework assignment #4 solutions: consider the n-period binomial model. , n 1 be any adapted portfolio process. Therefore, at time t = k + 1 we have. X
View Document
OSUMATH 3589John HolmesSpring

MATH 3589 Lecture Notes - Lecture 6: Risk Neutral

OC5631858 Page
1 May 2016
17
Homework assignment #3 february 2 solutions: let ( , p) be a nite probability space. Recall that if a is an event, then the probability of a is. Show t
View Document
OSUMATH 3589John HolmesSpring

MATH 3589 Lecture Notes - Lecture 4: Random Variable, Arbitrage, Risk-Free Interest Rate

OC5631856 Page
1 May 2016
14
Homework assignment #2 solutions: a stock currently costs per share. In each time period, the value of the stock will either increase or decrease by 5
View Document

Get Class Notes at Ohio State University

We are currently building a library of Class Notes for courses at Ohio State University. Request and we’ll let you know once it’s available.

View all professors (1+)

Class Notes (1,100,000)
US (480,000)
OSU (5,000)
MATH (800)
MATH 3589 (4)