Quantitative Analysis.

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I. Basic math. II. Pricing and Hedging. 1. Basics of derivative pricing I. 2. Change of numeraire. 3. Basics of derivative pricing II. A. Option pricing formula for an economy with stochastic riskless rate. B. T-forward measure. C. HJM. 4. Market model. 5. Currency Exchange. 6. Credit risk. 7. Incomplete markets. III. Explicit techniques. IV. Data Analysis. V. Implementation tools. VI. Basic Math II. VII. Implementation tools II. Bibliography.

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