Contents

Chapters in this book

1. Frontmatter i
2. Preface to the fourth edition v
3. Preface to the third edition vi
4. Preface to the second edition vii
5. Preface to the first edition viii
6. Contents x
7. Part I: Mathematical finance in one period
8. 1. Arbitrage theory 3
9. 2. Preferences 56
10. 3. Optimality and equilibrium 134
11. 4. Monetary measures of risk 194
12. Part II: Dynamic hedging
13. 5. Dynamic arbitrage theory 291
14. 6. American contingent claims 357
15. 7. Superhedging 394
16. 8. Efficient hedging 422
17. 9. Hedging under constraints 449
18. 10. Minimizing the hedging error 475
19. 11. Dynamic risk measures 506
20. Appendix 527
21. Bibliographical notes 570
22. References 576
23. List of symbols 587
24. Index 588