_ 0 7.3. Existence: The one-dimensional case 8. A Mean-variance Portfolio Selection Problem 9. Historical RemarksChapter 7. Backward Stochastic Differential Equations 1. Introduction 2. Linear Backward Stochastic Differential EQuations 3. Nonlinear Backward Stochastic Differential Equations 3.1. BSDEs in finite deterministic durations: Method of contraction mapping 3.2. BSDEs in random durations: Method of continuation 4. Feynman-Kac-Type Formulae 4.1. Representation via SDEs 4.2. Representation via BSDEs 5. Forward-Backward Stochastic Differential Equations 5.1. General formulation and nonsolvability 5.2. The four-step scheme, a heuristic derivation 5.3. Several solvable classes of FBSDEs 6. Option Pricing Problems 6.1. European call options and the Black-Scholes formula 6.2. Other options 7. Historical RemarksReferencesIndex