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1. Introduction 2. Efficient market hypothesis 3. Random walks 4. Le;vy stochastic processes and limit theorems 5. Scales in financial data 6. Stationarity and time correlation 7. Stochastic models of price dynamics 8. Scaling and its breakdowns 9. ARCH and GARCH processes 10. Financial markets and turbulence 11. Correlation inside a financial market 12. Taxonomy of a stock portfolio 13. Options and derivatives 14. Black and Scholes in practice.