Market Models with Frictions: Arbitrage and Pricing Issues

BOOK CHAPTER published in Option Pricing, Interest Rates and Risk Management

Authors: E. Jouini | C. Napp

Editors: E. Jouini | J. Cvitanic | Marek Musiela

Arbitrage Theory

BOOK CHAPTER published in Option Pricing, Interest Rates and Risk Management

Authors: YU. M. Kabanov

Editors: E. Jouini | J. Cvitanic | Marek Musiela

A Geometric View of Interest Rate Theory

BOOK CHAPTER published in Option Pricing, Interest Rates and Risk Management

Authors: T. Björk

Editors: E. Jouini | J. Cvitanic | Marek Musiela

Theory of Portfolio Optimization in Markets with Frictions

BOOK CHAPTER published in Option Pricing, Interest Rates and Risk Management

Authors: J. Cvitanić

Editors: E. Jouini | J. Cvitanic | Marek Musiela

Towards a Theory of Volatility Trading

BOOK CHAPTER published in Option Pricing, Interest Rates and Risk Management

Authors: P. Carr | D. Madan

Editors: E. Jouini | J. Cvitanic | Marek Musiela

Nonlinear PDEs: A Bit of Theory

BOOK CHAPTER published 19 December 2013 in Nonlinear Option Pricing

Normal Distribution, Probability, and Modern Financial Theory

OTHER published 24 August 2013 in Vertical Option Spreads

Liberation Science and the Option for the Poor:

BOOK CHAPTER published 30 December 2013 in The Preferential Option for the Poor beyond Theology

Authors: KRISTIN SHRADER-FRECHETTE