Book:Steven E. Shreve/Stochastic Calculus for Finance II: Continuous-Time Models

Subject Matter

 * Stochastic Calculus

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