Elementary Introduction to Stochastic Finance in Discrete Time

Abstract

This article gives an elementary introduction to stochastic finance (in discrete time). A formalization of random variables is given and some elements of Borel sets are considered. Furthermore, special functions (for buying a present portfolio and the value of a portfolio in the future) and some statements about the relation between these functions are… (More)
DOI: 10.2478/v10037-012-0001-5

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