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Book Categories |
Preface | ||
1 | Stochastic Integration | 1 |
2 | Ito's Formula and its Applications | 47 |
3 | Representation of Square Integrable Martingales | 71 |
4 | Stochastic Differential Equations | 79 |
5 | Girsanov's Theorem | 95 |
6 | Option Pricing in Discrete Time | 103 |
7 | Introduction to Continuous Time Trading | 123 |
8 | Arbitrage and Equivalent Martingale Measures | 137 |
9 | Complete Markets | 169 |
10 | Black and Scholes Theory | 191 |
11 | Discrete Approximations | 205 |
12 | The American Options | 215 |
13 | Asset Pricing with Stochastic Volatility | 225 |
14 | The Russian Options | 241 |
References | 265 | |
Index | 269 |
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