THE FACTOR APPROACH TO DERIVATIVE PRICING

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斯坦福老师J. A. Primbs最新编著The BIG Picture in a LITTLE Book，供大家参考，本书是斯坦福MS&E课程Adv. Topics in FE 的参考教材
目录
1 Basic Building Blocks and Stochastic Differential Equation Models
2 Ito’s Lemma
3 Standard Stochastic Differential Equations with Solutions
4 The Factor Approach to Arbitrage Pricing
5 Constructing a Factor Pricing Framework
6 Application of the Factor Form: Equity Derivatives
7 Application of the Factor Form: Interest Rate and Credit Derivatives

8 Hedging
9 The Road to Risk Neutrality

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关键词：Derivative Approach Pricing Pricin factor The Derivative Pricing factor Approach

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