derivative pricing, using the no-arbitrage principle. Relatively elementary mathematics leads to powerful

: Linear Payoff Derivatives -- ch. 19 Pricing Derivatives by Arbitrage: Nonlinear Payoff Derivatives -- pt

THÉORIE D'ARBITRAGE (RECHERCHE OPÉRATIONNELLE)

Arbitrage -- 11.1.Introduction -- 11.2.Capital Structure Arbitrage -- 11.2.1.The Credit Model -- 11.2.2.The

-- Rogue Trader -- Arbitrage -- From Harmless Arbitrage to Lethal Speculation -- A Primer on How to

of an Option -- 7.3.No-Arbitrage Pricing and Equivalent Martingale Measure -- 7.4.Option Pricing

arbitrage and tax driven situations. The book includes case studies to highlight how equity derivative

.Non-stationary Market Dynamics -- 4.Arbitrage-Free Pricing -- 5.Generalized Functions -- 6.The Fourier

Arbitrage.

: Past and Prologue -- Efficient Diversification -- Capital Asset Pricing and Arbitrage Pricing Theory

bonds -- Arbitrage and derivatives -- M&A.

-variance model -- 6. The capital asset pricing model -- 7. Arbitrage -- 8. Factor models and the arbitrage