Call for Paper

Mathematical finance
Derivatives pricing: the Q world
Criticism
Mathematical tools
Derivatives pricing
Mathematical or numerical models
Financial derivatives
Discrete time models
Strategies of investment
Admissible strategies and arbitrage
Martingales and opportunities of arbitrage
Complete markets and option pricing
The optimal stopping problem
Continuous-time models
Continuous-time martingales
Stochastic integration
The Girsanov theorem
The Black-Scholes model
Multidimensional Black-Scholes model with continuous dividends
Currency options
Stochastic volatility
Fourier methods for pricing