دانلود کتاب Stochastic calculus for finance I: The binomial asset pricing model

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Series Title ......Page 1
Series Contents ......Page 2
Title ......Page 3
Date-line ......Page 4
Preface ......Page 7
Contents ......Page 9
Introduction......Page 11
Summary of Volume I ......Page 13
Summary of Volume II......Page 14
1.1 One-Period Binomial Model ......Page 17
1.2 Multiperiod Binomial Model ......Page 24
1.3 Computational Considerations ......Page 31
1.4 Summary ......Page 34
1.6 Exercises ......Page 36
2.1 Finite Probability Spaces ......Page 41
2.2 Random Variables, Distributions, and Expectations ......Page 43
2.3 Conditional Expectations ......Page 47
2.4 Martingales ......Page 52
2.5 Markov Processes ......Page 60
2.6 Summary ......Page 68
2.8 Exercises ......Page 70
3.1 Change of Measure ......Page 77
3.2 Radon-Nikodym Derivative Process ......Page 81
3.3 Capital Asset Pricing Model ......Page 86
3.4 Summary ......Page 96
3.6 Exercises ......Page 99
4.1 Introduction ......Page 105
4.2 Non-Path-Dependent American Derivatives ......Page 106
4.3 Stopping Times ......Page 112
4.4 General American Derivatives ......Page 117
4.5 American Call Options ......Page 127
4.6 Summary ......Page 129
4.8 Exercises ......Page 131
5.1 Introduction ......Page 135
5.2 First Passage Times ......Page 136
5.3 Reflection Principle ......Page 143
5.4 Perpetual American Put: An Example ......Page 145
5.5 Summary ......Page 152
5.7 Exercises ......Page 154
6.1 Introduction ......Page 159
6.2 Binomial Model for Interest Rates ......Page 160
6.3 Fixed-Income Derivatives ......Page 170
6.4 Forward Measures ......Page 176
6.5 Futures ......Page 184
6.6 Summary ......Page 189
6.8 Exercises ......Page 190
Appendix A. Proof of Fundamental Properties of Conditional Expectations ......Page 193
References ......Page 197
Index ......Page 201