Table of Contents:
  • chapter 1 Elements of Finance
  • chapter 2 Binomial Models
  • chapter 3 Diffusion Models
  • chapter 4 Interest Rate Contracts
  • chapter 5 Barrier Options
  • chapter 6 Lookback Options
  • chapter 7 American Options
  • chapter 8 Contracts on Three or More Assets: Quantos, Rainbows and "Friends"
  • chapter 9 Asian Options
  • chapter 10 Jump Models.