ARBITRAGE THEORY IN CONTINUOUS TIME 4E 2021 (H) ISBN： 9780198851615 類別： 財務金融Financial Management 出版社： OXFORD UNIVERSITY PRESS 作者： BJORK 年份： 2020 裝訂別： 精裝 頁數： 592頁 Table of Contents 1:Introduction I. Discrete Time Models 2:The Binomial Model 3:A More General One period Model II. Stochastic Calculus 4:Stochastic Integrals 5:Stochastic Differential Equations III. Arbitrage Theory 6:Portfolio Dynamics 7:Arbitrage Pricing 8:Completeness and Hedging 9:A Primer on Incomplete Markets 10:Parity Relations and Delta Hedging 11:The Martingale Approach to Arbitrage Theory 12:The Mathematics of the Martingale Approach 13:Black-Scholes from a Martingale Point of View 14:Multidimensional Models: Martingale Approach 15:Change of Numeraire 16:Dividends 17:Forward and Futures Contracts 18:Currency Derivatives 19:Bonds and Interest Rates 20:Short Rate Models 21:Martingale Models for the Short Rate 22:Forward Rate Models 23:LIBOR Market Models 24:Potentials and Positive Interest IV. Optimal Control and Investment Theory 25:Stochastic Optimal Control 26:Optimal Consumption and Investment 27:The Martingale Approach to Optimal Investment 28:Optimal Stopping Theory and American Options V. Incomplete Markets 29:Incomplete Markets 30:The Esscher Transform and the Minimal Martingale Measure 31:Minimizing f-divergence 32:Portfolio Optimization in Incomplete Markets 33:Utility Indifference Pricing and Other Topics 34:Good Deal Bounds VI. Dynamic Equilibrium Theory 35:Equilibrium Theory: A Simple Production Model 36:The Cox-Ingersoll-Ross Factor Model 37:The Cox-Ingersoll-Ross Interest Rate Model 38:Endowment Equilibrium: Unit Net Supply