AN INTRODUCTION TO THE MATHEMATICS OF FINANCIAL DERIVATIVES (2ND ED.) (En papel)

Financial Derivatives: A Brief Introduction
A Primer on Arbitrage Theorem
Calculus in Deterministic and Stochastic Environments
Pricing Derivatives: Models and Notation.
Tools in Probability Theory
Martingales and Martingale Representations
Differentiation in Stochastic Environments
The Wiener Process and Rare Events in Financial Markets
Integration in Stochastic Environments: The Ito Integral
Ito's Lemma
The Dynamics of Derivative Prices: Stochastic Differential Equations.
Pricing Derivative Products: Partial Differential Equations
The Black-Scholes PDE: An Application
Pricing Derivative Products: Equivalent Martingale Measures
Equivalent Martingale Measures: Applications
New Results and Tools for Interest Sensitive Securities.
Arbitrage Theorem in a New Setting: Normalization and Random Interest Rates.
Modeling Term Structure and Related Concepts.
Classical and HJM Approaches to Fixed Income.
Classical PDE Analysis for Interest Rate Derivatives.
Relating Conditional Expectations to PDEs.
Stopping Times and American-Type Securities.
Bibliography
Index.