Stochastic calculus and Finance,Author:Steven Shreven. Contents:
1. Introduction to Probability Theory
2. Conditional Expectation
3.Arbitrage Pricing
4. The Markov Property
5.Stopping time and American options
6.Properties of American Derivative Securities
7.Jensen’s Inequality
8.RandomWalks
9.Pricing in terms ofMarket Probabilities: The Radon-Nikodym Theorem.
10. Capital Asset Pricing
11.General Random Variables
12.Semi-Continuous Models
13.BrownianMotion..
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34 Brace-Gatarek-Musiela model