Mathematics of Financial Markets

Authors:

ISBN: 978-0-387-21292-0 (Print) 978-0-387-22640-8 (Online)

Table of contents (11 chapters)

  1. Front Matter

    Pages i-xi

  2. No Access

    Book Chapter

    Pages 1-26

    Pricing by Arbitrage

  3. No Access

    Book Chapter

    Pages 27-55

    Martingale Measures

  4. No Access

    Book Chapter

    Pages 57-85

    The First Fundamental Theorem

  5. No Access

    Book Chapter

    Pages 87-103

    Complete Markets

  6. No Access

    Book Chapter

    Pages 105-129

    Discrete-time American Options

  7. No Access

    Book Chapter

    Pages 131-165

    Continuous-Time Stochastic Calculus

  8. No Access

    Book Chapter

    Pages 167-221

    Continuous-Time European Options

  9. No Access

    Book Chapter

    Pages 223-245

    The American Put Option

  10. No Access

    Book Chapter

    Pages 247-284

    Bonds and Term Structure

  11. No Access

    Book Chapter

    Pages 285-302

    Consumption-Investment Strategies

  12. No Access

    Book Chapter

    Pages 303-328

    Measures of Risk

  13. Back Matter

    Pages 329-352