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Handbook of Quantitative Finance and Risk Management

Edited by

Cheng-Few Lee

Rutgers University

Alice C. Lee

San Francisco State University

Table of Contents for Handbook of

Quantitative Finance and Risk Management

List of Contributors

Part I – Introduction

Part II – Essays

Chapter 1 Theoretical Framework of Finance

1) Classical Theory

2) New classical theory

3) CAPM and APT

4) Options and Futures Theory

Part III –Portfolio Analysis

Chapter 1
Basic Concepts of Portfolio Analysis

Chapter 2
Markowitz Portfolio-Selection Model

Chapter 3
Capital Asset Pricing Model and Beta Forecasting

Chapter 4
Index Model for Portfolio Selection

Chapter 5
Performance-Measure Approaches for Selecting Optimum

Portfolios

Part IV – Options and Futures

A.
Basic Concepts and Strategies

Chapter 1
Introduction

Chapter 2
Options and Option Strategy

Chapter 3
Binomial Option Pricing Models

Chapter 4
Multinomial Option Pricing Model

Chapter 5
The Lognormal Option Pricing Model

Chapter 6
Bivariate Normal Option Pricing Models

Chapter 7
Ito Calculus and The Black and Scholes Option Pricing Model

Chapter 8
Constant Elasticity of Variance (CEV) Option Pricing Model

Chapter 9
Stochastic Volatility Option Pricing Model

Chapter 10
A General Option Pricing Model

D.
Applications

Chapter 11
Option Valuation and Hedging

Chapter 12
Foreign Exchange Option Pricing Models

Chapter 13
Index Option Pricing Models

Chapter 14
Real Options

Chapter 15
Option Pricing Model and Risk Management

Chapter 16
Summary and Concluding Remarks

Part V – Contributed Papers