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Imperial Library
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Index
Cover
Frontmatter
1. Short review of Probability and of Stochastic Processes
2. Portfolio Optimization in Discrete-Time Models
3. Binomial Model for Option Pricing
4. Absence of Arbitrage and Completeness of Market Models
5. Itô’s Formula and Stochastic Differential Equations
6. Partial Differential Equations in Finance
7. Black-Scholes Model for Option Pricing and Hedging Strategies
8. American Options
9. Exotic Options
10. Interest Rate Models
11. Pricing Models beyond Black-Scholes
12. Risk Measures: Value at Risk and beyond
Backmatter
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