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- Ch Chapter 7 Tree Methods
- Stéphane Crépey
- Ch Chapter 7 Reduced Form Credit Risk Models
- Robert Jarrow
- Ch Chapter 7 Non-exponential Discounting
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 7 Optimal Control
- Ernst Eberlein and Jan Kallsen
- Ch Chapter 7 An Application to Capital Structure Problems: Optimal Financing of a Company
- Jakša Cvitanić and Jianfeng Zhang
- Ch Chapter 7 Pricing of Commodity and Energy Options
- Fred Espen Benth and Paul Krühner
- Ch Chapter 7 Regularly Varying Functions and Pareto-Type Distributions
- Archil Gulisashvili
- Ch Chapter 7 ARCH Processes
- Gilles Zumbach
- Ch Chapter 7 Existence and Properties of Pseudo-Inverses for Bessel and Related Processes
- Christophe Profeta, Bernard Roynette and Marc Yor
- Ch Chapter 7 Implied Dynamics in the SV-LMM Framework
- David Nicolay
- Ch Chapter 7 Multi-Period Models: Empirical Tests
- Emilio Barucci and Claudio Fontana
- Ch Chapter 7 Interest Rate Models
- Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
- Ch Chapter 7 Architecture
- Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
- Ch Chapter 8 Multi-asset Options
- Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
- Ch Chapter 8 Conclusion
- David Nicolay
- Ch Chapter 8 Existence of Pseudo-Inverses for Diffusions
- Christophe Profeta, Bernard Roynette and Marc Yor
- Ch Chapter 8 Mean-Variance Portfolios
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 8 Information and Financial Markets
- Emilio Barucci and Claudio Fontana
- Ch Chapter 8 Adverse Selection
- Jakša Cvitanić and Jianfeng Zhang
- Ch Chapter 8 Equity Models
- Ernst Eberlein and Jan Kallsen
- Ch Chapter 8 Incomplete Markets
- Robert Jarrow
- Ch Chapter 8 Protected Valuation Portfolio
- Mario V. Wüthrich and Michael Merz
- Ch Chapter 8 Asymptotic Analysis of Option Pricing Functions
- Archil Gulisashvili
- Ch Chapter 8 Interest-Rate Products
- Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
- Ch Chapter 8 Stochastic Volatility Processes
- Gilles Zumbach
- Ch Chapter 8 Finite Differences
- Stéphane Crépey
- Ch Chapter 8 Lévy Jumps
- Jianwei Zhu
- Ch Chapter 8 Forwards and Futures
- Damir Filipović
- Ch Chapter 9 Markets, Strategies, Arbitrage
- Ernst Eberlein and Jan Kallsen
- Ch Chapter 9 Utility Functions
- Robert Jarrow
- Ch Chapter 9 Calibration Methods
- Stéphane Crépey
- Ch Chapter 9 Uncertainty, Rationality and Heterogeneity
- Emilio Barucci and Claudio Fontana
- Ch Chapter 9 Time-Inconsistent Regulator Problems
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 9 Solvency
- Mario V. Wüthrich and Michael Merz
- Ch Chapter 9 Stochastic Volatility Models
- Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
- Ch Chapter 9 Backward SDEs
- Jakša Cvitanić and Jianfeng Zhang
- Ch Chapter 9 Asymptotic Analysis of Implied Volatility
- Archil Gulisashvili
- Ch Chapter 9 Consistent Term-Structure Parametrizations
- Damir Filipović
- Ch Chapter 9 Regime-Switching Process
- Gilles Zumbach
- Ch Chapter 9 Integrating Various Stochastic Factors
- Jianwei Zhu
- Ch Chapter 9 Equity, Commodity, Inflation and FX Products
- Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
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