An example constructing the minimum variance portfolio. Mathematical Finance – Tutorial 2.1d

# Tag: mathematical

## 17 | Mathematical Methods for Finance and Economic Theory

Teaching materials: https://www.dropbox.com/sh/gqm7mwgpcyajczh/AABt4J95RVcY_fSegy7muNWaa?dl=0 Topics: Carathéodory-measurability, Carathéodory’s theorem, Lebesgue measure, Vitali set, Vitali’s theorem, sequence, convergence, limit of a sequence. 17 | Mathematical Methods for Finance and Economic Theory

## 15 | Mathematical Methods for Finance and Economic Theory

eaching Materials: https://www.dropbox.com/sh/gqm7mwgpcyajczh/AABt4J95RVcY_fSegy7muNWaa?dl=0 Topics: Null sets, negligible sets, complete measure, length function, area function, volume function, Cantor set, outer measure, monotonicity, sigma-subadditivity, Lebesgue outer measure. 15 | Mathematical Methods for Finance and Economic Theory

## 7 | Mathematical Methods for Finance and Economic Theory

Teaching Materials: https://www.dropbox.com/sh/gqm7mwgpcyajczh/AABt4J95RVcY_fSegy7muNWaa?dl=0 Topics: Family of sets, power set, algebra, sigma-algebra, closure under complementation, closure under unions, closure under intersections, sigma-algebra generated by a family. 7 | Mathematical Methods for Finance and Economic Theory

## UvA Master of Science in Actuarial Science and Mathematical Finance 2018

UvA Master of Science in Actuarial Science and Mathematical Finance 2018 UvA Master of Science in Actuarial Science and Mathematical Finance 2018