JAE School 2017

Profesor: Bernardo D'Auria

Título: Enlargment of filtration and predictable representation property: application to Financial Mathematics

Período: 03/07/2017 - 07/07/2017

Material - (Solo en Inglés)

• July 3, 2017 - Presentation
• July 3, 2017 - Introduction
• July 4, 2017 - Predictable Representation Property and Girsanov Theorem
• July 5, 2017 - Girsanov Theorem
• July 5, 2017 - Basic Concepts and Examples in Finance
• July 6, 2017 - Enlargement of filtration
• Additional Material - Black and Scholes formula
• Additional Material - Initial Enlargment: General Results