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Ch 1 Preliminaries from Probability Theory: Eckhard Platen and David Heath
Ch 1 Introduction: You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun
Ch 1 The Story in a Nutshell: Freddy Delbaen and Walter Schachermayer
Ch 1 Continuous-Path Random Processes: Mathematical Prerequisites: Monique Jeanblanc, Marc Yor and Marc Chesney
Ch 1 Approximative Hedging: Yuri Kabanov and Mher Safarian
Ch 1 Univariate statistics: Attilio Meucci
Ch 10 Mixed Processes: Monique Jeanblanc, Marc Yor and Marc Chesney
Ch 10 Interest Rate Modeling: You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun
Ch 10 Continuous Financial Markets: Eckhard Platen and David Heath
Ch 10 A Simple Counter-Example to Several Problems in the Theory of Asset Pricing (1998): Freddy Delbaen and Walter Schachermayer
Ch 11 Portfolio Optimization: Eckhard Platen and David Heath
Ch 11 The No-Arbitrage Property under a Change of Numéraire (1995): Freddy Delbaen and Walter Schachermayer
Ch 11 Lévy Processes: Monique Jeanblanc, Marc Yor and Marc Chesney
Ch 12 The Existence of Absolutely Continuous Local Martingale Measures (1995): Freddy Delbaen and Walter Schachermayer
Ch 12 Modeling Stochastic Volatility: Eckhard Platen and David Heath
Ch 13 Minimal Market Model: Eckhard Platen and David Heath
Ch 13 The Banach Space of Workable Contingent Claims in Arbitrage Theory (1997): Freddy Delbaen and Walter Schachermayer
Ch 14 The Fundamental Theorem of Asset Pricingfor Unbounded Stochastic Processes (1998): Freddy Delbaen and Walter Schachermayer
Ch 14 Markets with Event Risk: Eckhard Platen and David Heath
Ch 15 A Compactness Principle for Bounded Sequences of Martingales with Applications (1999): Freddy Delbaen and Walter Schachermayer
Ch 15 Numerical Methods: Eckhard Platen and David Heath
Ch 16 Solutions for Exercises: Eckhard Platen and David Heath
Ch 2 Arbitrage Theory for Frictionless Markets: Yuri Kabanov and Mher Safarian
Ch 2 Statistical Methods: Eckhard Platen and David Heath
Ch 2 European Style Derivatives: You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun
Ch 2 Models of Financial Markets on Finite Probability Spaces: Freddy Delbaen and Walter Schachermayer
Ch 2 Multivariate statistics: Attilio Meucci
Ch 2 Basic Concepts and Examples in Finance: Monique Jeanblanc, Marc Yor and Marc Chesney
Ch 24 Correction to: Continuous-Time Asset Pricing Theory: Robert Jarrow
Ch 3 American Style Derivatives: You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun
Ch 3 Arbitrage Theory under Transaction Costs: Yuri Kabanov and Mher Safarian
Ch 3 Utility Maximisation on Finite Probability Spaces: Freddy Delbaen and Walter Schachermayer
Ch 3 Modeling the market: Attilio Meucci
Ch 3 Modeling via Stochastic Processes: Eckhard Platen and David Heath
Ch 3 Hitting Times: A Mix of Mathematics and Finance: Monique Jeanblanc, Marc Yor and Marc Chesney
Ch 4 Complements on Brownian Motion: Monique Jeanblanc, Marc Yor and Marc Chesney
Ch 4 Diffusion Processes: Eckhard Platen and David Heath
Ch 4 Bachelier and Black-Scholes: Freddy Delbaen and Walter Schachermayer
Ch 4 Consumption–Investment Problems: Yuri Kabanov and Mher Safarian
Ch 4 Exotic Options: You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun
Ch 4 Estimating the distribution of the market invariants: Attilio Meucci
Ch 5 The Kreps-Yan Theorem: Freddy Delbaen and Walter Schachermayer
Ch 5 Complements on Continuous Path Processes: Monique Jeanblanc, Marc Yor and Marc Chesney
Ch 5 Interest Rate Derivative Securities: You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun
Ch 5 Appendix: Yuri Kabanov and Mher Safarian
Ch 5 Martingales and Stochastic Integrals: Eckhard Platen and David Heath
Ch 5 Evaluating allocations: Attilio Meucci
Ch 6 A Special Family of Diffusions: Bessel Processes: Monique Jeanblanc, Marc Yor and Marc Chesney
Ch 6 The Dalang-Morton-Willinger Theorem: Freddy Delbaen and Walter Schachermayer
Ch 6 Basic Numerical Methods: You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun