Sixth Edition 2017 — Contents

Chap.1   Modeling Tools for Financial Options   (includes an introduction, and elementary tree methods)

Chap.2   Generating Random Numbers With Specified Distributions

Chap.3   Monte Carlo Simulation with Stochastic Differential Equations   (both for European and American options)

Chap.4   Standard Methods for Standard Options   (includes finite-difference methods, and analytic methods)

Chap.5   Finite-Element Methods

Chap.6   Pricing of Exotic Options

Chap.7   Beyond Black and Scholes   (discusses nonlinear models, and jump processes)

Appendices     (include stochastic and numeric tools, and an extension of tree methods)

References

Index

486 pages, Springer, London (2017)

additional material