TY  - BOOK
AU  - Privault, Nicolas
TI  - Stochastic Finance: An Introduction with Market Examples
SN  - 9781466594029
U1  - 332.63​2042  
PY  - 2016///
CY  - Boca Raton
PB  - CRC Press
KW  - Securities - Prices - Mathematical Models
N1  - 1. Assets, Portfolios and Arbitrage
2. Discrete-Time Model
3. Pricing and Hedging in Discrete Time
4. Brownian Motion and Stochastic Calculus
5. The Black-Scholes PDE
6. Martingale Approach to Pricing and Hedging
7. Estimation of Volatility
8. Exotic Options
9. American Options
10. Change of Numeraire and Forward Measures
11. Forward Rate Modeling
12. Pricing of Interest Rate Derivatives
13. Default Risk in Bond Markets
14. Stochastic Calculus for Jump Processes
15. Pricing and Hedging in Jump Models
16. Basic Numerical Methods
Appendix: Background on Probability Theory
Conditional Expectation
ER  -