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Utility Maximisation on Finite Probability Spaces: Freddy Delbaen and Walter Schachermayer
Spot Rate Models: Mario V. Wüthrich and Michael Merz
Stock Price Models with Stochastic Volatility: Archil Gulisashvili
Time-Inconsistent Control Theory: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Stochastic Volatility Models: Jianwei Zhu
Elements of Stochastic Analysis: Stéphane Crépey
Simulation Models: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
Mathematical Theory for General Moral Hazard Problems: Jakša Cvitanić and Jianfeng Zhang
European Options in BS Markets: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Empirical Mug Shots: Gilles Zumbach
Portfolio, Insurance and Saving Decisions: Emilio Barucci and Claudio Fontana
Statistical Methods: Eckhard Platen and David Heath
Process Overview: Gilles Zumbach
Bachelier and Black-Scholes: Freddy Delbaen and Walter Schachermayer
Extensions and Further Results: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Arbitrage Theory: Damir Filipović
Interest Rate Swaps: Antonio Mele and Yoshiki Obayashi
The Filipović Space and Operators: Fred Espen Benth and Paul Krühner
American Options: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Representation of some particular Azéma supermartingales: Christophe Profeta, Bernard Roynette and Marc Yor
An Introduction to Tensors for Path Signatures: Jack Beda, Gonçalo dos Reis and Nikolas Tapia
Realized Volatility and Mixing Distributions: Archil Gulisashvili
Logarithmic Versus Relative Random Walks: Gilles Zumbach
Arbitrage Theory for Frictionless Markets: Yuri Kabanov and Mher Safarian
The Kreps-Yan Theorem: Freddy Delbaen and Walter Schachermayer
Non-exponential Discounting: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Exotic Options: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Asset Price Bubbles: Robert Jarrow
Numerical Issues of Stochastic Volatility Models: Jianwei Zhu
Integral Transforms of Distribution Densities: Archil Gulisashvili
Short-Rate Models: Damir Filipović
Valuation and Sensitivities: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
Basic Concepts and Examples in Finance: Monique Jeanblanc, Marc Yor and Marc Chesney
Martingale Modeling: Stéphane Crépey
The Signature Kernel: Darrick Lee and Harald Oberhauser
The Dalang-Morton-Willinger Theorem: Freddy Delbaen and Walter Schachermayer
Interest Rate Models: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Special Cases and Applications: Jakša Cvitanić and Jianfeng Zhang
ARCH Processes: Gilles Zumbach
Mean-Variance Portfolios: Tomas Bjork, Mariana Khapko and Agatha Murgoci
An Interesting Family of Black-Scholes Perpetuities: Christophe Profeta, Bernard Roynette and Marc Yor
Basis Assets, Multiple-Factor Beta Models, and Systematic Risk: Robert Jarrow
Multi-asset Options: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Stochastic Integration and Partial Differential Equations: Fred Espen Benth and Paul Krühner
Heath–Jarrow–Morton (HJM) Methodology: Damir Filipović
Time-Inconsistent Regulator Problems: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Lévy Processes: Ernst Eberlein and Jan Kallsen
Stochastic Forward Rate and Yield Curve Modeling: Mario V. Wüthrich and Michael Merz
Modeling via Stochastic Processes: Eckhard Platen and David Heath
Computational Framework: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda