| Preface PART Ⅰ DISCRETE-TIME MODELS 1 Introduction to State Pricing A Arbitrage and State Prices B Risk-Neutral Probabilities C Optimality and Asset Pricing D Efficiency and Complete Markets E Optimality and Representative Agents F State-Price Beta Models Exercises Notes 2 The Basic Multiperiod Model A Uncertainty B Security Markets C Arbitrage, State Prices, and Martingales D Individual Agent Optimality E Equilibrium and Pareto Optimality. F Equilibrium Asset Pricing G Arbitrage and Martingale Measures H Valuation of Redundant Securities I American Exercise Policies and Valuation j is Early Exercise Optimal? Exercises Notes 3 The Dynamic Programming Approach A The Bellman Approach B First-Order Bellman Conditions C Markov Uncertainty D Markov Asset Pricing E Security Pricing by Marko |
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