|
1. An Introduction to Options and
Markets 2. The Random Nature of the
Stock Market 3. Basic Option Theory
4. Partial Differential Equations 5.
Explicit Solutions of the Diffusion Equation in Fixed Domains
6. American Options as Free Boundary Problems
7. American Options as Variational Inequalities
8. Dividends and Time-Dependent Parameters
9. Exotic Options 10. Barrier Options
11. Asian Options 12. Lookback Options
13. Options with Transaction Costs 14.
Interest Rate Derivative Products 15.
Convertible Bonds 16. Numerical
Methods 17. Finite-Difference
Approximations 18. The Explicit
Finite-Difference Method 19. Implicit
Finite-Difference Methods 20. Methods
for Free Boundary Problems 21. Methods
for American Options 22. Methods for
Exotic Options App A. The Probability
Density Function App B. First Exit
Times App C. Lattice Methods
App D. Finite Element Methods App E.
Summary of Differential Equations |
.gif)
