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

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

Published $\text {2008}$, Springer.


Subject Matter

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