内容

目次

Introduction: Foreign Exchange Markets; Mathematical Preliminaries:Elements of Probability Theory; Discrete-Time Stochastic Engines;Continuous-Time Stochastic Engines; Discrete-Time Models: Single-PeriodMarkets; Multi-Period Markets; Continuous-Time Models: Stochastic Dynamics ofForex; European Options: The Group-Theoretical Approach; European Options,the Classical Approach; Deviations from the Black-Scholes Paradigm I:Nonconstant Volatility; American Options; Path-Dependent Options I: BarrierOptions: Path-Dependent Options II: Lookback, Asian and other Options;Deviations from the Black-Scholes Paradigm II: Market Frictions; FutureDirections of Research and Conclusions.