Stochastic calculus and Finance,Author:Steven Shreven. Contents:

1. Introduction to Probability Theory

2. Conditional Expectation

3.Arbitrage Pricing

4. The Markov Property

5.Stopping time and American options

6.Properties of American Derivative Securities

7.Jensen’s Inequality

8.RandomWalks

9.Pricing in terms ofMarket Probabilities: The Radon-Nikodym Theorem.

10. Capital Asset Pricing

11.General Random Variables

12.Semi-Continuous Models

13.BrownianMotion..

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34 Brace-Gatarek-Musiela model