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II Continuous-Time Models 81 5 The Black-Scholes Model 83 6 State Prices and Equivalent Forex manual trading systems Measures 101 7 Term-Structure Models 135 8 Derivative Pricing 167 9 Portfolio and Consumption Choice 203 10 Equilibrium 235 11 Corporate Securities 259 12 Numerical Methods 293 A Finite-State Probability 323 B Separating Hyperplanes and Optimality 326 C Probability 329 D Stochastic Integration 334 E SDE, PDE, and Feynman-Kac 340 F Ito's Formula with Jumps 347 G Utility Gradients 351 H Ito's Formula forplex Functions 355 I Counting Processes 357 J Finite-Difference Code 363 Bibliography 373 Symbol Glossary 445 Author Index 447 Subject Index 457 Table of Contents Part One: Tools of the Trade Chapter 1: Dat.
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