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Contents Listing

Chapter 1. Black Scholes and Pricing Fundamentals.
Chapter 2. Monte Carlo Simulation.
Chapter 3. Binomial Trees.
Chapter 4. Trinomial Trees.
Chapter 5. Finite Difference Methods.
Chapter 6. Exotic Options.
Chapter 7. Stochastic Volatility.
Chapter 8. Statistical Models.
Chapter 9. Stochastic Multifactor Models.
Chapter 10. Single-Factor Interest Rate Models.
Chapter 11. Tree Building Procedures.
Chapter 12. Two-Factor Models and the HJM Model.
Chapter 13. Libor Market Models.
Chapter 14. Bermudan and Exotic Interest Rate Derviatives.
Appendices: A— F.