An Introduction to Mathematical Finance: Options and Other Topics

Abstract

1. Probability 2. Normal random variables 3. Geometric Brownian motion 4. Interest rates and present value analysis 5. Pricing contracts via arbitrage 6. The arbitrage theorem 7. The Black-Scholes formula 8. Valuing by expected utility 9. Exotic options 10. Beyond geometric Brownian motion models 11. Autoregressive models and mean reversion.