BICs 4 Derivatives

Vol I: Theory

Table of Contents:

Module I: Introduction

Chapter I: The Case for BICs

Chapter II: Historical Background

Module II: Theory of BICs

Chapter III: Derivatives Redefined

Chapter IV: Derivatives Algebra

Chapter V:The Multi-period Analysis

Module III: Market microstructure

Chapter VI: Bid and Offer pricing operators

Chapter VII: Market making pricing operator

Chapter VIII: Other microstructural Issues, Credit and else

Module IV: Sample theoretical extensions

Chapter IX: Theoretical extension of the option format and distributional linkage

Chapter X: Theoretical extension of the Fourier format and Levy processes

Module V: Computational issues

Chapter XI: Functional representations for BICs pricing

Chapter XII: Approximation tools for multi-dimensional integrals computation

Appendices