<P><STRONG>Contents</STRONG></P><STRONG>
<P><br></STRONG>Preface.<br><br>Part 1 Elements of Option Theory.<br><br>Fundamentals.<br><br>Option Basics.<br><br>Stock Price Distribution.<br><br>Principles of Option Pricing.<br><br>The Black Scholes Method.<br><br>American Options.</P>
<P><br>Part 2 Numerical Methods.<br><br>The Binomial Model.<br><br>Numerical Solutions of the Black Scholes Equation.<br><br>Variable Volatility.<br><br>Monte Carlo.</P>
<P><br><br>Part 3 Applications: Exotic Options.<br><br>Simple Exotics.<br><br>Two Asset Options.<br><br>Currency Translated Optons.<br><br>Options on One Asset at Two Points in Time.<br><br>Barriers: Simple European Options.<br><br>Barriers: Advanced Options.<br><br>Asian Options.<br><br>Passport Options.</P>
<P><br><br>Part 4 Stochastic Theory.<br><br>Arbitrage.<br><br>Discrete Time Models.<br><br>Brownian Motion.<br><br>Transition to Continuous Time.<br><br>Stochastic Calculus.<br><br>Equivalent Measures.<br><br>Axiomatic Option Theory.<br><br>Mathematical Appendix.<br><br>Bibliography and References.<br><br>Index.</P>

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[此贴子已经被作者于2006-3-18 18:18:21编辑过]