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Martingale Methods in Financial Modelling

Overview of attention for book
Cover of 'Martingale Methods in Financial Modelling'

Table of Contents

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    Book Overview
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    Chapter 1 An Introduction to Financial Derivatives
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    Chapter 2 The Cox-Ross-Rubinstein Model
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    Chapter 3 Finite Security Markets
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    Chapter 4 Market Imperfections
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    Chapter 5 The Black-Scholes Model
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    Chapter 6 Modifications of the Black-Scholes Model
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    Chapter 7 Foreign Market Derivatives
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    Chapter 8 American Options
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    Chapter 9 Exotic Options
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    Chapter 10 Continuous-time Security Markets
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    Chapter 11 Interest Rates and Related Contracts
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    Chapter 12 Models of the Short-term Rate
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    Chapter 13 Models of Instantaneous Forward Rates
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    Chapter 14 Models of Bond Prices and LIBOR Rates
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    Chapter 15 Option Valuation in Gaussian Models
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    Chapter 16 Swap Derivatives
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    Chapter 17 Cross-currency Derivatives
Attention for Chapter 12: Models of the Short-term Rate
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