Quantitative Modeling of Derivative Securities (Hardcover)

Arbitrage Pricing Theory: The One-Period ModelBinomial Option Pricing ModelAnalysis of the Black-Scholes FormulaRefinements of the Binomial ModelAmerican-Style Options and Time-OptionalityTrinomial Trees and Finite-Difference SchemesBrownian Motion and Ito CalculusAn Introduction to Exotic OptionsIto Processes, Continuous-Time Martingales, and Girsanov's TheoremContinuous-Time Finance: An IntroductionValuation of Derivative SecuritiesFixed-Income Securities and the Term-Structure of Interest RatesThe Heath-Jarrow-Morton Theorem and Multidimensional Term-Structure ModelExponential-Affine ModelsInterest-Rate OptionsAppendix: The Intertemporal Discrete Model