## Mathematical Finance 2017

Find here the material of the first three weeks of the lecture course. A fourth draft of the lecture notes from 2013 can be found **here**. Please notice that parts of the lecture will be considerably different from these notes (sometimes simpler), also the following three articles will play a major role in the exposition:

**
**- [T15] Josef Teichmann, Talk on FTAP for large financial markets, Pittsburgh, 2015.
- [T14] Josef Teichmann, Talk on FTAP, St Petersburg, 2014.
- [K97] Youri Kabanov, On the FTAP of Kreps-Delbaen-Schachermayer.
- [CS84] Christophe Stricker, Caracterisation des semimartingales, Seminaire de probabilites de Strasbourg, Volume 18 (1984) p. 148-153 .
- [63] Christa Cuchiero, Irene Klein, Josef Teichmann: A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting , arXiv:1705.02087, submitted, 2017.
- [56] Christa Cuchiero, Irene Klein, Josef Teichmann: A new perspective on the fundamental theorem of asset pricing for large financial markets, arXiv/1412.7562, TVP (Theory of Probability and Its Applications) 60 (4), 561-579, 2016.
- [52] Christa Cuchiero, Josef Teichmann: A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing, arXiv/1406.5414, Finance and Stochastics, 19 (2015), volume 4.