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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 together with the current exam questions can be found here. An ipython notebook on Markowitz optimization is also provided. If the downloader does not work, which happens from time to time, use the Data file here. Check out the effectiveness of optimization!

Please notice that parts of the lecture will be considerably different from these notes (sometimes simpler), also the following articles will play a major role in the exposition: