Introduction to the Mathematics of Financie: From Risk Management to Options Pricing Book

	Notation key and Greek alphabet
1	Probability I : an introduction to discrete probability	7
2	Portfolio management and the capital asset pricing model	41
3	Background on options	79
4	An aperitif on arbitrage	89
5	Probability II : more discrete probability	103
6	Discrete-time pricing models	139
7	The Cox-Ross-Rubinstein model	187
8	Probability III : continuous probability	203
9	The Black-Scholes option pricing formula	237
10	Optimal stopping and American options	277
App. A	Pricing nonattainable alternatives in an incomplete market	305
App. B	Convexity and the separation theorem	321