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Introduction to Stochastic Finance

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Cover of 'Introduction to Stochastic Finance'

Table of Contents

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    Book Overview
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    Chapter 1 Foundation of Probability Theory and Discrete-Time Martingales
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    Chapter 2 Portfolio Selection Theory in Discrete-Time
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    Chapter 3 Financial Markets in Discrete Time
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    Chapter 4 Martingale Theory and Itô Stochastic Analysis
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    Chapter 5 The Black-Scholes Model and Its Modifications
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    Chapter 6 Pricing and Hedging of Exotic Options
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    Chapter 7 Itô Process and Diffusion Models
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    Chapter 8 Term Structure Models for Interest Rates
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    Chapter 9 Optimal Investment-Consumption Strategies in Diffusion Models
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    Chapter 10 Static Risk Measures
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    Chapter 11 Stochastic Calculus and Semimartingale Model
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    Chapter 12 Optimal Investment in Incomplete Markets
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    Chapter 13 Martingale Method for Utility Maximization
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    Chapter 14 Optimal Growth Portfolios and Option Pricing
Attention for Chapter 3: Financial Markets in Discrete Time
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