1 Subjects: “...Stochastic analysis / fast...”

2 Table of Contents: “...: Forward-start options; Chapter 4: Stochastic volatility -- introduction; Chapter 5: Variance swaps...”

3 Table of Contents: “...Overview of probability theory -- Discrete-time stochastic processes -- Continuous-time stochastic...”

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

5 Table of Contents: “... -- Stochastic calculus -- Applications of stochastic calculus to finance -- From stochastic processes formalism...”

6 Table of Contents: “.... Discrete-time modeling: Single-Period Arrow-Debreu Models -- Introduction to Discrete-Time Stochastic...”

7 Table of Contents: “... to Stochastic Programming and Its Applications to€Finance; WHAT IS STOCHASTIC PROGRAMMING?; STOCHASTIC...”

8 “...Tap into the power of the most popular stochastic volatility model for pricing equity derivatives...”

9 “... ideas for prediction, statistics and mathematical finance without stochastic assumptions. The authors...”

10 Table of Contents: “...; 5.7.1 The FINLIB files; 6 Dynamic Portfolio Optimization with Stochastic Programming; 6.1 Preview; 6.2...”

11 Table of Contents: “... SIZING. 5.6 CLASS ARCHITECTURE. 5.7 DOING IT IN EXCEL -- Stochastic Models / 6.1 RISK FACTORS. 6.2...”

12 Table of Contents: “...3.7 Stochastic differential equations3.8 Dimensionality reduction; 3.9 Risk-neutral derivative...”

13 Table of Contents: “...1. Introduction; 2. Financial Markets; 3. Probability Distributions; 4. Stochastic Processes; 5...”

14 Table of Contents: “... -- Fourier based option analysis -- Fundamentals of stochastic finance -- Affine jump-diffusion processes...”

15 Table of Contents: “...; The Behaviour of Asset Prices; Stochastic Processes; Wiener Process or Brownian Motion; The Martingale Property...”

16 Table of Contents: “... an implied volatility surface; Stochastic volatility Monte Carlo Simulation; Background; The generic Monte...”

17 Table of Contents: “... Volatility; 4-3.3 Hedging with Local Volatility; 4-4 Stochastic Volatility; 4-4.1 Hedging Theory; 4-4.2...”

18 Table of Contents: “... of option pricing theory -- 2.1.1 The Black8211;Scholes economy -- 2.1.2 Stochastic volatility economy...”

19 Table of Contents: “... binomial trees -- Random walks -- Basic stochastic calculus -- Simulating geometric Brownian motion...”

20 “... techniques pertaining the various fields of commodities finance, mathematics & stochastics, international...”