Arbitrage Theory in Continuous Time

摘要: 1. Introduction 2. The Binomial Model 3. A More General One Period 4. Stochastic Integrals 5. Differential Equations 6. Portfolio Dynamics 7. Arbitrage Pricing 8. Completeness and Hedging 9. Parity Relations Delta 10. Martingale Approach to Theory (For advanced readers) 11. Mathematics of the 12. Black-Scholes from a Point View 13. Multidimensional Models: Classical 14. Approach: 15. Incomplete Markets 16. Dividends 17. Currency Derivatives 18. Barrier Options 19. Optimal Control 20. Bonds Interest Rates 21. Short Rate Models 22. for 23. Forward 24. Change Numeraire 25. LIBOR Swap Market 26. Forwards Futures Appendix Measure Integration B Probability C Martingales Stopping Times References Index