Ebook: An Introduction to Exotic Option Pricing

TECHNICAL BACKGROUND Financial Preliminaries European Derivative Securities Exotic Options Binary Options No-ArbitragePricing Methods The Black-Scholes PDE Method Derivation of Black-Scholes PDE Meaning of the Black-Scholes PDEThe Fundamental Theorem of Asset Pricing The EMM Pricing MethodBlack-Scholes and the FTAP Effect of DividendsMathematical Preliminaries Probability Spaces Brownian Motion Stochastic DesStochastic Integrals Itô's LemmaMartingalesFeynman-Kac Formula Girsanov's Theorem Time Varying ParametersThe Black-Scholes PDE The BS Green's Function Log-VolutionsGaussian Random Variable. Read more...