Prerequisites

Basic knowledge of probability theory and stochastic processes.

Lectures

Time	Room	Lecturer
Tue 08-10	HG D 1.1	Josef Teichmann
Thu 08-10	HG D 1.1	Josef Teichmann

Time	Room	Assistant
Fr 10-12	HG D 1.1	Matti Kiiski

You may hand in your solutions in a box in front of HG G53.2 or send them to matti.kiiski()math.ethz.ch.

A Convergence Result for the Emery Topology and a Variant of the Proof of the Fundamental Theorem of Asset Pricing by C. Cuchiero, J. Teichmann
A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets by C. Cuchiero, I. Klein, J. Teichmann
A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting by C. Cuchiero, I. Klein, J. Teichmann
"Stochastic Integration and Differential Equations" by P. Protter (Springer 2005)
The Work of Kyosi Itô by P. Protter
"Semimartingale Theory and Stochastic Calculus" by S. He, J. Wang, J. Yan (CRC Press 1992)
Almost Sure by G. Lowther
"Continuous-time Stochastic Control and Optimization with Financial Applications" by H. Pham (Springer 2009)