STK-MAT3700 - Introduction to Mathematical Finance and Investment Theory

Reading for the next class

Please read from Pliska:

  • §4.4 Complete and Incomplete Markets

  • Chapter 5: §5.1 Optimal Portfolios and Dynamic Programming and §5.2 Optimal Portfolios and Martingale Methods

It’s helpful to note key definitions (marketability, market completeness, risk-neutral measure) and skim examples/exercises.

Published Nov. 3, 2025 4:26 PM - Last modified Nov. 3, 2025 4:26 PM
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