Table of Contents
1. Asset Prices in a Single-Period Model
2. Risk Aversion, Background Risk and the Pricing Kernel
3. Option Pricing in a Single-Period Model
4. Valuation of Contingent Claims: Extensions
5. Multi-period Asset Pricing
6. Forward and Futures Prices of Contingent Claims
7. Bond Pricing, Interest-Rate Processes & the LIBOR Market Model
Conclusions
Index