Arbitrage Theory in Continuous Time 2eBjörk, Tomas , Professor of Mathematical Finance at the Stockholm School of Economics

1: Introduction
2: The Binomial Model
3: A More General One Period Model
4: Stochastic Integrals
5: Differential Equations
6: Portfolio Dynamics
7: Arbitrage Pricing
8: Completeness and Hedging
9: Parity Relations and Delta Hedging
10: The Martingale Approach to Arbitrage Theory (For advanced readers)
11: The Mathematics of the Martingale Approach (For advanced readers)
12: Black-Scholes from a Martingale Point of View (For advanced readers)
13: Multidimensional Models: Classical Approach
14: Multidimensional Approach: Martingale Approach (For advanced readers)
15: Incomplete Markets
16: Dividends
17: Currency Derivatives
18: Barrier Options
19: Stochastic Optimal Control
20: Bonds and Interest Rates
21: Short Rate Models
22: Martingale Models for the Short Rate
23: Forward Rate Models
24: Change of Numeraire (For advanced readers)
25: LIBOR and Swap Market Models
26: Forwards and Futures
Appendix A: Measure and Integration (For advanced readers)
Appendix B: Probability Theory (For advanced readers)
Appendix C: Martingales and Stopping Times (For advanced readers)
References
Index