Options on Interest Rates -- 18 Elements of Stochastic Calculus -- 19 *The Mathematical Framework of Financial Markets Theory … -- 20 The State Variables Model and the Valuation Partial Differential Equation -- Part 3 Portfolio Theory and Portfolio … Asset Pricing Model -- 23 Arbitrage Pricing Theory and Multi-Factor Models -- 24 Strategic Portfolio Allocation -- 25 …

-- Basics of derivative valuation -- The Wiener Stock Price Model and the basic principles of Black-Scholes theory. … principles of Black-Scholes theory. The book’s aim is to introduce readers to the basic techniques of modern financial …