IEOR
E4707: Financial Engineering: Continuous-Time Models
Lecture
notes for this course can be found by clicking on the links below. If a link is
missing then it probably means that I am planning to revise the corresponding
notes and will post them when I am done. I will not be posting assignments or
solutions to the assignments so please do not send me an email asking me to do
so! Finally, please note that I do not
have time to answer emails asking me to clarify or explain issues arising in
these notes.
1. Discrete-Time Models (These notes overlap with
material from the discrete-time finance course. I use them here to introduce
the various concepts before moving to continuous time.)