A Benchmark Approach to Quantitative Finance

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

Avainsanat: Mathematics, Quantitative Finance, Probability Theory and Stochastic Processes, Statistics for Business/Economics/Mathematical Finance/Insurance