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Lévy Processes: Ernst Eberlein and Jan Kallsen
Modeling via Stochastic Processes: Eckhard Platen and David Heath
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
Modeling the market: Attilio Meucci
Stochastic Volatility Models: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Arbitrage Theory under Transaction Costs: Yuri Kabanov and Mher Safarian
Forward Measures: Damir Filipović
American Style Derivatives: You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun
Asymptotic Analysis of Mixing Distributions: Archil Gulisashvili
The Black Scholes Merton Model: Robert Jarrow
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
Dynamic Programming Theory: Tomas Bjork, Mariana Khapko and Agatha Murgoci
A Primer in Stochastic Integration: Freddy Delbaen and Walter Schachermayer
Simulating Stochastic Volatility Models: Jianwei Zhu
An Application to Capital Structure Problems: Optimal Financing of a Company: Jakša Cvitanić and Jianfeng Zhang
Study of Last Passage Times up to a Finite Horizon: Christophe Profeta, Bernard Roynette and Marc Yor
Forwards and Futures: Damir Filipović
Volatility Dynamics for a Single Underlying: Advanced Methods: David Nicolay
The Heath Jarrow Morton Model: Robert Jarrow
Volatility Models with Explosive Drifts: Giulia Di Nunno, Yuliya Mishura and Anton Yurchenko-Tytarenko
Lévy Models: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Consistent Term-Structure Parametrizations: Damir Filipović
Benchmark Models: Stéphane Crépey
General Equilibrium Theory and No-Arbitrage: Emilio Barucci and Claudio Fontana
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
Architecture: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
Stochastic Interest Models: Jianwei Zhu
Hitting Times: A Mix of Mathematics and Finance: Monique Jeanblanc, Marc Yor and Marc Chesney
Adverse Selection: Jakša Cvitanić and Jianfeng Zhang
A Simple Equilibrium Model: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Drift-Implicit Euler Scheme: Giulia Di Nunno, Yuliya Mishura and Anton Yurchenko-Tytarenko
Heath-Jarrow-Morton Type Models: Fred Espen Benth and Paul Krühner
Affine Processes: Damir Filipović
Put Option as Joint Distribution Function in Strike and Maturity: Christophe Profeta, Bernard Roynette and Marc Yor
Regime-Switching Process: Gilles Zumbach
Reduced Form Credit Risk Models: Robert Jarrow
Sensitivities and Greeks: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Time-Inconsistent Control Theory: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Price and Volatility Using High-Frequency Data: Gilles Zumbach
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