List of Tables.

CHAPTER 1. A Simple Introduction to Continuous-Time Stochastic Processes.

CHAPTER 2. Arbitrage-Free Valuation.

CHAPTER 3. Valuing Interest Rate and Credit Derivatives: Basic Pricing Frameworks.

CHAPTER 4. Fundamental and Preference-Free Single-Factor  Gaussian Models.

CHAPTER 5. Fundamental and Preference-Free Jump-Extended Gaussian Models.

CHAPTER 6. The Fundamental Cox, Ingersoll, and Ross Model with Exponential and Lognormal Jumps.

CHAPTER 7. Preference-Free CIR and CEV Models with Jumps.

CHAPTER 8. Fundamental and Preference-Free Two-Factor Affine Models.

CHAPTER 9. Fundamental and Preference-Free Multifactor Affine Models.

CHAPTER 10. Fundamental and Preference-Free Quadratic Models.

CHAPTER 11. The HJM Forward Rate Model.

CHAPTER 12. The LIBOR Market Model.

References.

About the CD-ROM.

Index.