作者:bjork 1.Introduction 2.The binomial model 3.A more general one period model 4.Stochastic integrals 5 Differential equations 6.Protfolio dynamics 7 Arbitrage pricing 8.Completeness and hedging 9.Parity relations and Delta Hedging 10.The martingale approach to arbitrage theory 11.The mathematics of the matingale approach 12.Black -Scholes from a martingale point of view ……
|