1 Subjects: “...Options (Finance) / Prices / Mathematical models...”

2 Subjects: “...Options (Finance) / Mathematical models...”

3 Table of Contents: “...1. Introduction -- 2. Single-step asset pricing models -- 3. Multi-step binomial model -- 4. Multi...”

4 Table of Contents: “... -- Bonds -- The forward rate, forward rate agreements, swaps, caps and floors -- Options -- Option pricing...”

5 “... for partial differential equations, and American option pricing by solving a linear complementarity problem...”

6 Table of Contents: “... and financial models; 3. Numerical techniques; 4. Conic finance; 5. Conic pricing; 6. Applications of conic...”

7 Table of Contents: “.... Capital structure theory; 5. Option pricing theory; 6. Asymmetric information; 7. Market efficiency; 8...”

8 Table of Contents: “... methods -- DP models : option pricing -- DP models : structuring asset-backed securities -- Stochastic...”

9 “... mathematical theory of asset pricing as well as of interest rates, which are validated by empirical evidence...”

10 “... for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale...”

11 “..., such as coupling and the KMT strong approximation, option pricing via the equivalent martingale measure...”

12 Table of Contents: “...Interest rates and coupon bonds -- Options and option theory -- Interest rate and coupon bond...”

13 Table of Contents: “... innovations at much lower price / Thomas Pogge -- The Health Impact Fund: a critique / Kathleen Liddell -- A...”