Poncet, Patrice; Portait, Roland; Toder, Igor - 2022
, hybrids and credit derivatives), portfolio theory and management, and risk assessment and hedging of individual positions as … Options on Interest Rates -- 18 Elements of Stochastic Calculus -- 19 *The Mathematical Framework of Financial Markets Theory … -- 20 The State Variables Model and the Valuation Partial Differential Equation -- Part 3 Portfolio Theory and Portfolio …