Knopf, Teall: Risk Neutral Pricing and Financial Mathematics: A Primer, 2nd Edition

Additional Readings, Errata and Updates to the Text

1. Preliminaries and Review

2. Probability and Risk

3. Discrete Time and State Models

4. Continuous Time and State Models

5. An Introduction to Stochastic Processes and Applications

6. Introduction to Stochastic Calculus

7. Derivatives Pricing and Applications of Stochastic Calculus

8. Mean-Reverting Processes and Term Structure Modeling

Text Errata