1. Derivative background -- 2. Probability background -- 3. Stochastic processes in discrete time -- 4. Mathematical finance in discrete time -- 5. Stochastic processes in continuous time -- 6. Mathematical finance in continuous time -- 7. Incomplete markets -- 8. Interest rate theory -- 9. Credit risk -- A. Hilbert space -- B. Projections and conditional expectations -- C. The separating hyperplane theorem
Notes
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Bibliography
Includes bibliographical references (pages [417]-432) and index