An Elementary Introduction to Mathematical Finance : Options and Other Topics (Hardcover, 2 Rev ed)

1. Probability; 2. Normal random variables; 3. Geometric Brownian motion; 4. Interest rates and present value analysis; 5. Pricing contracts via Arbitrage; 6. The Arbitrage Theorem; 7. The Black-Scholes formula; 8. Valuing by expected utility; 9. Exotic options; 10. Beyond geometric Brownian motion models; 11. Autoregressive models and mean reversion; 12. Optimization methods in finance.