1 Table of Contents: “... -- Kernel estimators in time series analysis -- Stochastic calculus -- Stochastic differential equations...”

2 Table of Contents: “... -- Differential Equations -- Difference Equations -- Optimization Theory -- Linear Programming -- Statistics...”

3 “... integrations or formally solving partial differential equations (PDEs) The author incorporates much of his own...”

4 Table of Contents: “... Topics and Further Reading -- APPENDIX A Partial Differential Equations -- APPENDIX B Newton-Raphson...”

5 Table of Contents: “...9.2 THE BSM PARTIAL DIFFERENTIAL EQUATION (PDE)9.3 FEYNMAN-KAC; 9.4 RISK-NEUTRAL PROBABILITIES; 9.5...”

6 Table of Contents: “...-Passive Decomposition Model for MBS; PATH-DEPENDENCE AND PRICING PARTIAL DIFFERENTIAL EQUATION; EXTENDED...”