- Contents
- Introduction.
- Cash flow algoritms.
- Basic Option Pricing, analytical solutions.
- Binomial option pricing.
- Finite Differences
- Simulation
- Approximations
- Futures algoritms.
- Foreign Currency Algoritms
- Bond Algoritms.
- Exotic options.
- A general approach to option pricing by simulation.
- Alternatives to the Black Scholes type option formula.
- Mean Variance Analysis.
- Term Structure algorithms.
- Fixed Income modelling, with emphasis on contingent claims.
- Normal Distribution approximations.
- A note on C++ and the source code
- Acknowledgements.
- Index
- Bibliography