List of Tables.
CHAPTER 1. A Simple Introduction to Continuous-Time Stochastic Processes.
CHAPTER 2. Arbitrage-Free Valuation.
CHAPTER 3. Valuing Interest Rate and Credit Derivatives: Basic Pricing Frameworks.
CHAPTER 4. Fundamental and Preference-Free Single-Factor Gaussian Models.
CHAPTER 5. Fundamental and Preference-Free Jump-Extended Gaussian Models.
CHAPTER 6. The Fundamental Cox, Ingersoll, and Ross Model with Exponential and Lognormal Jumps.
CHAPTER 7. Preference-Free CIR and CEV Models with Jumps.
CHAPTER 8. Fundamental and Preference-Free Two-Factor Affine Models.
CHAPTER 9. Fundamental and Preference-Free Multifactor Affine Models.
CHAPTER 10. Fundamental and Preference-Free Quadratic Models.
CHAPTER 11. The HJM Forward Rate Model.
CHAPTER 12. The LIBOR Market Model.
References.
About the CD-ROM.
Index.