Robert L. NavinJohn
Wiley & Sons 2007
1 Introduction to the Techniques of Derivative Modeling
2 Preliminary Mathematical Tools
3 Stochastic Calculus
4 Applications of Stochastic Calculus to Finance
5 From Stochastic Processes Formalism to Differential Equation Formalism
6 Understanding the Black-Scholes Equation
7 Interest Rate Hedging
8 Interest Rate Derivatives: HJM Models
9 Differential Equations, Boundary Conditions, and Solutions
10 Credit Spreads
11 Specific Models
这本书比较简洁,实用,速成。后面专门有第12章习题和第13章解答。