Contents
Preface
Acknowledgements
Notation
Part One: Implementing Models in aGeneralised Black-Scholes World
1. The Black-Scholes World, OptionPricing and Numerical Techniques
2. The Binomial Method
3. Trinomial Trees and Finite Difference Methods
4. Monte Carlo Simulation
5. Implied Trees and Exotic Options
Part Two: Implementing Interest RateModels
6. Option Pricing andHedging andNumerical Techniques for Pricing Interest Rate Derivatives
7.Term Structure ConsistentModels
8. Constructing BinomialTrees for the Short Rate
9. Constructing TrinomialTrees for the Short Rate
10. The Heath, Jarrow and Morton Mode
References
Index



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