Today I talked about martingales …

Today I talked about martingales and Exercises 2.12, 3.1, 3.2, 3.3, 3.4, 3.5, 3.6.

I will continue with the characterization of risk-netural probability measures on Thursday.

The "fasit" (solution) of the mandatory assignment will be made available as soon as everyone has has handed in their assignment (2. attempt), tentatively Wednesday next week.

Published Nov. 10, 2009 5:11 PM - Last modified Nov. 24, 2009 10:40 PM