Book:Steven E. Shreve/Stochastic Calculus for Finance II: Continuous-Time Models
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Steven E. Shreve: Stochastic Calculus for Finance II: Continuous-Time Models
Published $\text {2008}$, Springer
Subject Matter
Contents
- Introduction
- 1: General Probability Theory
- 2: Information and Conditioning
- 3: Brownian Motion
- 4: Stochastic Calculus
- 5: Risk-Neutral Pricing
- 6: Connections with Partial Differential Equations
- 7: Exotic Options
- 8: American Derivative Securities
- 9: Change of Numéraire
- 10: Term-Structure Models
- 11: Introduction to Jump Processes
- Appendix A: Advanced Topics in Probability
- Appendix B: Existence of Conditional Expectations
- Appendix C: Completion of the Proof of the Second Fundamental Theorem of Asset Pricing
- References
- Index