1 Table of Contents: “...1 Pricing by Arbitrage -- 2 Martingale Measures -- 3 The Fundamental Theorem of Asset Pricing -- 4...”

2 Table of Contents: “...Pricing by Arbitrage -- Martingale Measures -- The First Fundamental Theorem -- Complete Markets...”

3 Table of Contents: “... and Option Pricing -- A Tutorial on Zero Volatility and Option Adjusted Spreads -- Asset Price Bubbles...”

4 Table of Contents: “... Binomial Models -- Hedging -- Forward and Futures Contracts -- American and Exotic Option Pricing -- Path...”

5 Table of Contents: “... model for European option pricing -- An exact formula for pricing American exchange options with regime...”

6 Table of Contents: “... Policies With Regime Switching -- Pricing Options and Variance Swaps in Markov-Modulated Brownian Markets...”