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Introduction to Option Pricing Theory

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Cover of 'Introduction to Option Pricing Theory'

Table of Contents

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    Book Overview
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    Chapter 1 Stochastic Integration
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    Chapter 2 Itô’s Formula and its Applications
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    Chapter 3 Representation of Square Integrable Martingales
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    Chapter 4 Stochastic Differential Equations
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    Chapter 5 Girsanov’s Theorem
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    Chapter 6 Option Pricing in Discrete Time
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    Chapter 7 Introduction to Continuous Time Trading
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    Chapter 8 Arbitrage and Equivalent Martingale Measures
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    Chapter 9 Complete Markets
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    Chapter 10 Black and Scholes Theory
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    Chapter 11 Discrete Approximations
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    Chapter 12 The American Options
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    Chapter 13 Asset Pricing with Stochastic Volatility
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    Chapter 14 The Russian Options
Attention for Chapter 4: Stochastic Differential Equations
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