Wecome to the course!

Welcome to the course!

We shall start by an overview of the course, spilling out some of the issues we are going to deal with. We will also start introducing the first concepts.

The major references for this course are:

M.V. Tretyakov: Introductory Course on Financial Mathematics, Imperial College Press, 2013.

S.R. Pliska: Introduction to Mathematical Finance, Discrete Time Models, Blackwell Publishers, 1997.

See you all on Monday!

GdN