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Financial Economics > Chapter 9: Brownian motion and martingales > Flashcards

Chapter 9: Brownian motion and martingales Flashcards

Study These Flashcards

Financial Economics (14 decks)

Chapter 1: The efficient market hypothesis

Chapter 2: Utility Theory

Chapter 3: Stochastic dominance and behavioural finance

Chapter 4: Risk measurement

Chapter 5: Stochastic models of investment returns

Chapter 6: Portfolio theory

Chapter 7: Models of asset returns

Chapter 8: Asset pricing models

Chapter 9: Brownian motion and martingales

Chapter 10: Stochastic calculus and Ito processes

Chapter 11: Stochastic models of security prices

Chapter 15: The Black Scholes option pricing formula

Chapter 18: Term structure of interest rates

Chapter 19: Credit risk

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