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Tables of Contents for Introduction to Mathematical Finance
Chapter/Section Title
Page #
Page Count
Preface
ix
Quantitative methods for portfolio management
1
24
Steven E. Shreve
An introduction to option pricing and the mathematical theory of risk
25
24
Marco Avellaneda
Non-arbitrage and the fundamental theorem of asset pricing: Summary of main results
49
10
Freddy Delbaen
Walter Schachermayer
Introduction to models for the evolution of the term structure of interest rates
59
6
David Heath
Transition densities for interest rate and other nonlinear diffusions
65
36
Yacine Ait-Sahalia
Transaction costs in portfolio management and derivative pricing
101
64
Thaleia Zariphopoulou
Index
165