1. Modern Finance

2. Introduction to Portfolio Selection and Capital Market Theory: Static Analysis

3. On the Mathematics and Economic Assumptions of Continuous-time Financial Models

4. Lifetime Portfolio Selection under Uncertainty: The Continuous-time Case

5. Optimum Consumption and Portfolio Rules in a Continuous-time Model

6. Further Developments in Theory of Optimal Consumption and Portfolio Selection

7. A Complete Model of Warrant Pricing that Maximizes Utility

8. Theory of Rational Option Pricing

9. Option Pricing when Underlying Stock Returns are Discontinuous

10. Further Developments in Option Pricing Theory

11. A Dynamic General Equilibrium Model of the Asset Market and its Application to the Pricing of the Capital Structure of the Firm

12. On the Pricing of Corporate Debt: The Risk Structure of Interest Rates

13. On the Pricing of Contingent Claims and the Modigliani-Miller Theorem

14. Contingent Claims Analysis in the Theory of Corporate Finance and Financial Intermediation

15. An Intertemporal Capital Asset Pricing Model

16. A General Equilibrium Theory of Finance in Continuous Time

17. An Asymptotic Theory of Growth Under Uncertainty

18. On Consumption-Indexed Public Pension Plans

19. An Analytic Derivation of the Cost of Loan Guarantees and Deposit Insurance

20. On the Cost of Deposit Insurance when there are Surveillance Costs