Dynamic Asset Pricing Spring 2009

  • Dr. A. Danilova, Chris Almost
  • Published 2009
3 Multi-period models 10 3.1 Utility . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 3.2 Markets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 3.3 Arbitrage and equivalent martingale measures . . . . . . . . . . 10 3.4 American securities . . . . . . . . . . . . . . . . . . . . . . . . . 11 3.5 Methods of solving for… CONTINUE READING