<div class="productDetail-richDataText"><font color="#000000">开放了。</font></div><div class="productDetail-richDataText"></div><div class="productDetail-richDataText">应该是物有所值。PDF原版，我可是花50$买来的呢。</div><div class="productDetail-richDataText"></div><div class="productDetail-richDataText">Chapter 1 Mathematical Preliminaries. <p>Complex Numbers. </p><p>Finding Roots of Functions. </p><p>OLS and WLS. </p><p>Nelder-Mead Algorithm. </p><p>Maximum Likelihood Estimation. </p><p>Cubic Spline Interpolation. </p><p>Exercises and Solutions. </p><p>Chapter 2 Numerical Integration. </p><p>Newton-Coates Formulas. </p><p>Implementing Newton-Coates Formulas in VBA. </p><p>Gaussian Quadratures. </p><p>Exercises and Solutions. </p><p>Chapter 3 Tree-Based Methods. </p><p>CRR Binomial Tree. </p><p>Leisen-Reimer Binomial Tree. </p><p>Edgeworth Binomial Tree. </p><p>Flexible Binomial Tree. </p><p>Trinomial Tree. </p><p>Adaptive Mesh Method. </p><p>Comparing Trees. </p><p>Implied Volatility Trees. </p><p>Allowing for Dividends and the Cost of Carry. </p><p>Exercises and Solutions. </p><p>Chapter 4 The Black-Scholes, Practitioner Black-Scholes, and Gram-Charlier Models. </p><p>Black-Scholes Model. </p><p>Implied Volatility and the DVF. </p><p>Practitioner Black-Scholes Model. </p><p>Gram-Charlier Model. </p><p>Exercises and Solutions. </p><p>Chapter 5 The Heston Stochastic Volatility Model. </p><p>Heston (1993) Model. </p><p>Increasing Integration Accuracy. </p><p>The Fundamental Tranform. </p><p>Sensitivity Analysis. </p><p>Exercises and Solutions. </p><p>Chapter 6 The Heston and Nandi GARCH Model. </p><p>Persistent Volatility in Asset Returns. </p><p>GARCH Variance Modeling. </p><p>Heston and Nandi (2000) Model. </p><p>Exercises and Solutions. </p><p>Chapter 7 The Greeks. </p><p>Black-Scholes Greeks. </p><p>Greeks From the Trees. </p><p>Greeks From the Gram-Charlier Model. </p><p>Greeks From the Heston (1993) Model. </p><p>Greeks From the Heston and Nandi (2000) Model. </p><p>Greeks by Finite Differences. </p><p>Exercises and Solutions. </p><p>Chapter 8 Exotic Options. </p><p>Single-Barrier Options. </p><p>Digital Options. </p><p>Asian Options. </p><p>Floating-Strike Lookback Options. </p><p>Exercises and Solutions. </p><p>Chapter 9 Parameter Estimation. </p><p>Unconditional Moments. </p><p>Maximum Likelihood for GARCH Models. </p><p>Estimation by Loss Functions. </p><p>Exercises and Solutions. </p><p>Chapter 10 Implied Volatility. </p><p>Obtaining Implied Volatility. </p><p>Explaining Smiles and Smirks </p><p>Fitting the Smile with the Heston (1993) Model. </p><p>Exercises and Solutions. </p><p>Chapter 11 Model-Free Implied Volatility. </p><p>Theoretical Foundation. </p><p>Implementation. </p><p>Interpolation-Extrapolation Method. </p><p>Model-Free Implied Forward Volatility. </p><p>The VIX Index. </p><p>Exercises and Solutions. </p><p>Chapter 12 Model-Free Higher Moments. </p><p>Theoretical Foundation. </p><p>Implementation. </p><p>Verifying Implied Moments. </p><p>Gram-Charlier Implied Moments. </p><p>Exercises and Solutions. </p><p>Chapter 13 Volatility Returns. </p><p>Straddle Returns. </p><p>Delta-Hedged Gains. </p><p>Volatility Exposure. </p><p>Variance Swaps. </p><p>Exercises and Solutions. </p><p>Appendix VBA Primer. </p></div><p>&nbsp;</p><p></p><p>&nbsp;</p>

[此贴子已经被作者于2008-5-23 21:45:10编辑过]