18.366 | Fall 2006 | Graduate

Random Walks and Diffusion

Lecture Notes

iap00_lecture.pdf

Description:

Notes on lecture 5 including topics: Pricing by a fair game arguement, riskless hedging, pricing and hedging by residual risk, and some references.

Resource Type:
Lecture Notes
pdf
1 MB
iap00_lecture.pdf
Download File

Course Info

Instructor

Departments

As Taught In

Fall 2006

Level

Graduate

Topics

Learning Resource Types

Exam Solutions
Exams
Lecture Notes
Problem Set Solutions
Problem Sets
Download Course
MIT Open Learning
Over 2,500 courses & materials
Freely sharing knowledge with learners and educators around the world. Learn more
© 2001–2026 Massachusetts Institute of Technology
Accessibility
Creative Commons License
Terms and Conditions
Proud member of:
© 2001–2026 Massachusetts Institute of Technology