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