Thorough presentation of the problem of portfolio optimization,
leading in a natural way to the Capital Market Theory Dynamic
programming and the optimal portfolio selection-consumption problem
through time An intuitive approach to Brownian motion and
stochastic integral models for continuous time problems The
Black-Scholes equation for simple European option values, derived
in several different ways A chapter on several types of exotic
options and one on material on the management of risk in several
contexts
General
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