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RSSA Benchmark Approach to Quantitative Finance | ||||||||||||||||||||||||
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| Table of contents 1. Preliminaries from Probability Theory Eckhard Platen, David Heath 2. Statistical Methods Eckhard Platen, David Heath 3. Modeling via Stochastic Processes Eckhard Platen, David Heath 4. Diffusion Processes Eckhard Platen, David Heath 5. Martingales and Stochastic Integrals Eckhard Platen, David Heath 6. The Itô Formula Eckhard Platen, David Heath 7. Stochastic Differential Equations Eckhard Platen, David Heath 8. Introduction to Option Pricing Eckhard Platen, David Heath 9. Various Approaches to Asset Pricing Eckhard Platen, David Heath 10. Continuous Financial Markets Eckhard Platen, David Heath 11. Portfolio Optimization Eckhard Platen, David Heath 12. Modeling Stochastic Volatility Eckhard Platen, David Heath 13. Minimal Market Model Eckhard Platen, David Heath 14. Markets with Event Risk Eckhard Platen, David Heath 15. Numerical Methods Eckhard Platen, David Heath 16. Solutions for Exercises Eckhard Platen, David Heath | ||||||||||||||||||||||||
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