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1 The Theory of Interest 1
2 Discrete Probability 17
3 Normal Random Variables and Probability 39
4 The Arbitrage Theorem 71
5 Random Walks and Brownian Motion 91
6 Forwards and Futures 123
7 Options 139
8 Solution of the Black-Scholes Equation 153
9 Derivatives of Black-Scholes Option Prices 181
10 Hedging 193
11 Optimizing Portfolios 207
12 American Options 251
Appendix A Sample Stock Market Data 273
Appendix B Solutions to Chapter Exercises 277
Bibliography 347
Index 351
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