Tomas Björk Jan 7 - Jan 21, 2020, (Stockholm School of Economics)
The object of this course is to provide an introduction to continuous time finance, including
arbitrage theory, stochastic optimal control theory, and dynamic equilibrium theory. The course
also contains an introduction to stochastic differential equations and Itô calculus, which are the
main mathematical tools used in this field of research.
This course is given within the Doctoral Course Program in Finance by the Swedish House of
Lecture notes and the following textbook: Björk, T.: Arbitrage Theory in Continuous Time, 4th ed.