Topic: Stochastic Calculus

The Heston Stochastic-Volatility Model

The Heston Option-Pricing PDE and Boundary Conditions

The Global Lipschitz Existence and Uniqueness Theorem

The Fundamental Theorem for Semimartingale Markets

The Filtering Problem as Conditional State Estimation

The First Fundamental Theorem in Finite-State Markets

The European Put Formula and Its Payoff

The Doleans-Dade Exponential and Its Defining SDE

The Dynamic Programming Principle for Controlled Diffusions

The CIR Transition Distribution