Discrete Time Finance

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Author: Christian-Oliver Ewald
Abstract
These are my Lecture Notes for a course in Discrete Time Finance
which I taught in the Winter term 2005 at the University of Leeds. I am
aware that the notes are not yet free of error and the manuscrip needs
further improvement. I am happy about any comment on the notes.
Contents
1 Single Period Market Models
1.1 The most elementary Market Model . . . .
1.2 A general single period market model . . .
1.3 Single Period Consumption and Investment
1.4 Mean-Variance Analysis . . . . . . . . . . .
1.5 Exercises . . . . . . . . . . . . . . . . . . . .

2 Multi period Market Models
2.1 General Model Specifications . . . . . . . . . . . . .
2.2 Properties of the general multi period market model
2.3 The Binomial Asset Pricing Model . . . . . . . . . .
2.4 Optimal Portfolios in a Multi Period market Model .

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关键词：Discrete Finance Financ Nance Finan University general comment course period