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- Ch Chapter 4 Stochastic Integration and Partial Differential Equations
- Fred Espen Benth and Paul Krühner
- Ch Chapter 4 Numerical Issues of Stochastic Volatility Models
- Jianwei Zhu
- Ch Chapter 4 Practical Applications and Testing
- David Nicolay
- Ch Chapter 4 Integral Transforms of Distribution Densities
- Archil Gulisashvili
- Ch Chapter 4 A Simple Equilibrium Model
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 4 Martingale Modeling
- Stéphane Crépey
- Ch Chapter 4 General Equilibrium Theory and No-Arbitrage
- Emilio Barucci and Claudio Fontana
- Ch Chapter 4 The General Risk Sharing Problem
- Jakša Cvitanić and Jianfeng Zhang
- Ch Chapter 4 Basis Assets, Multiple-Factor Beta Models, and Systematic Risk
- Robert Jarrow
- Ch Chapter 4 Empirical Mug Shots
- Gilles Zumbach
- Ch Chapter 4 Government Bonds and Time-Deposits
- Antonio Mele and Yoshiki Obayashi
- Ch Chapter 4 Stochastic Forward Rate and Yield Curve Modeling
- Mario V. Wüthrich and Michael Merz
- Ch Chapter 4 Arbitrage Theory
- Damir Filipović
- Ch Chapter 4 Semimartingale Characteristics
- Ernst Eberlein and Jan Kallsen
- Ch Chapter 5 Process Overview
- Gilles Zumbach
- Ch Chapter 5 Factor Asset Pricing Models: CAPM and APT
- Emilio Barucci and Claudio Fontana
- Ch Chapter 5 Credit
- Antonio Mele and Yoshiki Obayashi
- Ch Chapter 5 Volatility Dynamics in a Term Structure
- David Nicolay
- Ch Chapter 5 Markov Processes
- Ernst Eberlein and Jan Kallsen
- Ch Chapter 5 Asymptotic Analysis of Mixing Distributions
- Archil Gulisashvili
- Ch Chapter 5 Pricing of Financial Assets
- Mario V. Wüthrich and Michael Merz
- Ch Chapter 5 Short-Rate Models
- Damir Filipović
- Ch Chapter 5 Time-Inconsistent Control Theory
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 5 Simulating Stochastic Volatility Models
- Jianwei Zhu
- Ch Chapter 5 Computational Framework
- Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
- Ch Chapter 5 The Black Scholes Merton Model
- Robert Jarrow
- Ch Chapter 5 American Options
- Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
- Ch Chapter 5 Study of Last Passage Times up to a Finite Horizon
- Christophe Profeta, Bernard Roynette and Marc Yor
- Ch Chapter 5 Mathematical Theory for General Moral Hazard Problems
- Jakša Cvitanić and Jianfeng Zhang
- Ch Chapter 5 Benchmark Models
- Stéphane Crépey
- Ch Chapter 5 Spot Models and Forward Pricing
- Fred Espen Benth and Paul Krühner
- Ch Chapter 6 Monte Carlo Methods
- Stéphane Crépey
- Ch Chapter 6 Put Option as Joint Distribution Function in Strike and Maturity
- Christophe Profeta, Bernard Roynette and Marc Yor
- Ch Chapter 6 Special Cases and Applications
- Jakša Cvitanić and Jianfeng Zhang
- Ch Chapter 6 The Heath Jarrow Morton Model
- Robert Jarrow
- Ch Chapter 6 Logarithmic Versus Relative Random Walks
- Gilles Zumbach
- Ch Chapter 6 Multi-Period Models: Portfolio Choice, Equilibrium and No-Arbitrage
- Emilio Barucci and Claudio Fontana
- Ch Chapter 6 Actuarial and Financial Modeling
- Mario V. Wüthrich and Michael Merz
- Ch Chapter 6 Affine and Polynomial Processes
- Ernst Eberlein and Jan Kallsen
- Ch Chapter 6 Implied Dynamics in the SV-HJM Framework
- David Nicolay
- Ch Chapter 6 Implementation
- Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
- Ch Chapter 6 Heath–Jarrow–Morton (HJM) Methodology
- Damir Filipović
- Ch Chapter 6 Heath-Jarrow-Morton Type Models
- Fred Espen Benth and Paul Krühner
- Ch Chapter 6 Stochastic Interest Models
- Jianwei Zhu
- Ch Chapter 6 Exotic Options
- Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
- Ch Chapter 6 Extensions and Further Results
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 6 Asymptotic Analysis of Stock Price Distributions
- Archil Gulisashvili
- Ch Chapter 7 Valuation Portfolio
- Mario V. Wüthrich and Michael Merz
- Ch Chapter 7 Poisson Jumps
- Jianwei Zhu
- Ch Chapter 7 Forward Measures
- Damir Filipović
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