- Title Pages
- 1 Performing Theory?
- 2 Transforming Finance
- 3 Theory and Practice
- 4 Tests, Anomalies, and Monsters
- 5 Pricing Options
- 6 Pits, Bodies, and Theorems
- 7 The Fall
- 8 Arbitrage
- 9 Models and Markets
- Appendix A An Example of Modigliani and Miller’s “Arbitrage Proof” of the Irrelevance of Capital Structure to Total Market Value
- Appendix B Lévy Distributions
- Appendix C Sprenkle’s and Kassouf’s Equations for Warrant Prices
- Appendix D The Black-Scholes Equation for a European Option on a Non-Dividend-Bearing Stock
- Appendix E Pricing Options in a Binomial World
- Appendix F Repo, Haircuts, and Reverse Repo
- Appendix G A Typical Swap-Spread Arbitrage Trade
- Appendix H List of Interviewees
- Sources of Unpublished Documents
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