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Computational Framework: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
A Time-Inconsistent Equilibrium Model: Tomas Bjork, Mariana Khapko and Agatha Murgoci
American Style Derivatives: You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun
Stochastic Volatility Models: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Forward Measures: Damir Filipović
Arbitrage Theory under Transaction Costs: Yuri Kabanov and Mher Safarian
The Black Scholes Merton Model: Robert Jarrow
Asymptotic Analysis of Mixing Distributions: Archil Gulisashvili
Dynamic Programming Theory: Tomas Bjork, Mariana Khapko and Agatha Murgoci
A Primer in Stochastic Integration: Freddy Delbaen and Walter Schachermayer
Spot Models and Forward Pricing: Fred Espen Benth and Paul Krühner
Implementation: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
Simulating Stochastic Volatility Models: Jianwei Zhu
Study of Last Passage Times up to a Finite Horizon: Christophe Profeta, Bernard Roynette and Marc Yor
An Application to Capital Structure Problems: Optimal Financing of a Company: Jakša Cvitanić and Jianfeng Zhang
Forwards and Futures: Damir Filipović
Volatility Dynamics for a Single Underlying: Advanced Methods: David Nicolay
The Heath Jarrow Morton Model: Robert Jarrow
Benchmark Models: Stéphane Crépey
Consistent Term-Structure Parametrizations: Damir Filipović
General Equilibrium Theory and No-Arbitrage: Emilio Barucci and Claudio Fontana
Lévy Models: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Government Bonds and Time-Deposits: Antonio Mele and Yoshiki Obayashi
Market Generators: A Paradigm Shift in Financial Modeling: Blanka Horvath, Jonathan Plenk and Milena Vuletić
Stochastic Volatility Processes: Gilles Zumbach
The Continuous-Time Linear Quadratic Regulator: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Arbitrage Theory in Continuous Time: an Overview: Freddy Delbaen and Walter Schachermayer
Pricing of Financial Assets: Mario V. Wüthrich and Michael Merz
Optimal Consumption and Investment: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Diffusion Processes: Eckhard Platen and David Heath
Hitting Times: A Mix of Mathematics and Finance: Monique Jeanblanc, Marc Yor and Marc Chesney
Stochastic Interest Models: Jianwei Zhu
Architecture: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
Adverse Selection: Jakša Cvitanić and Jianfeng Zhang
A Simple Equilibrium Model: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Regime-Switching Process: Gilles Zumbach
Put Option as Joint Distribution Function in Strike and Maturity: Christophe Profeta, Bernard Roynette and Marc Yor
Affine Processes: Damir Filipović
Heath-Jarrow-Morton Type Models: Fred Espen Benth and Paul Krühner
Reduced Form Credit Risk Models: Robert Jarrow
Sensitivities and Greeks: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Price and Volatility Using High-Frequency Data: Gilles Zumbach
Time-Inconsistent Control Theory: Tomas Bjork, Mariana Khapko and Agatha Murgoci
A General Version of the Fundamental Theorem of Asset Pricing (1994): Freddy Delbaen and Walter Schachermayer
Interest-Rate Products: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
Poisson Jumps: Jianwei Zhu
Actuarial and Financial Modeling: Mario V. Wüthrich and Michael Merz
Backward SDEs: Jakša Cvitanić and Jianfeng Zhang
Exotic Options: You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun
Equity, Commodity, Inflation and FX Products: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda