TO BE ABLE TO READ OR TO LISTEN TO:(for immediate help the number of the 24hrs-hotline* is found at the bottom of this page)
LECTURE NOTES
STOCHASTICS I, II 
EXERCISES
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LECTURE NOTES
STOCHASTICS III
(a short intuitive
introduction is found here
as a powerpoint presentation)
i) Mathematics
Meets Finance
(this is the "old"
full stuff)
Instead of looking at the MMF you might prefer to read the updated,
extended and not yet completely finished versions on special topics. As
these versions were tested in the WS 2006/SS7-lectures. They are
certainly not in a final state, so your comments are more than welcome.
ii) The Notion of No-Arbitrage (release candidate 3-2011)
(this is the extended and updated 2006 version of the sections on
arbitrage in (i), 130 pages. It is a stand-alone monograph readable
without (i))
iii) Portfolio Optimization
(release candidate3-2011)
(this is the extended and updated 2006 version of the sections on
portfolio optimization in (i), 140 pages. It is a stand-alone monograph
readable without (i))
iv) Credit Risk (release
candidate 2, on request)
(this is the extended and updated 2006 version of the sections on
credit risk in (i), 130 pages. It is a stand-alone monograph readable
without (i))
The topics treated in the lecture in 2011 are found here.
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A short note on elementary SDEs
SOME USEFUL LINKS
(more links are found in the books)
Updated information on the lectures are found on my homepage
All kinds of simulations
in
probability theory
and
an interactive course in
basic probability with lots of examples
if the above link does not work e.g. with iExplorer try:
reduced
library of simulations
The sheep problem (controlled)
requires Excel 97+
Brownian
Motion
Brownian
Motion
Brownian
Motion
Brownian
Motion