v.1. Part one: Basic theory fo derivatives: 1. Products and markets ; 2. Derivatives ; 3. The random behavior of assets ; 4. Elementary stochastic calculus ; 5. The black-scholes model ; 6. Partial differential equation ; 7. The black-scholes formulae and the "Greeks" ; 8. Simple generalizations of the black-scholes world ; 9. Early exercise and american options ; 10. Probability density functions and first exit times ; 11. Multi-asset options ; 12. The binomial model ; 13. Predicting the markets ;14. The trading game -- Part two: Path dependency: 15. An introduction to exotic and path-dependent options ; 16. Barrier options ; 17. Strongly path-dependent options ; 18. Asian options ; 19. Lookback options ; 20. Derivatives and stochastic control ; 21. Miscellaneous exotics -- Part three: Extending black-scholes ; 22. Defects of the black-scholes model ; 23. Discrete hedging ; 24. Transaction costs ; 25. Volatility smiles and surfaces ; 26. Stochastic volatility ; 27. Uncertain parameters ; 28. Empirical analysis of volatility ; 29. Jump diffusion ; 30. Crash modeling ; 31. Speculating with options ; 32. Static hedging ; 33. The feedback effect of hedging in illiquid markets ; 34. Utility theory ; 35. More about american options and related matters ; 36. Stochastic volatility and mean-variance analysis ; 37. Advanced dividend modeling. - v.2. Part four: Interest rates and products: 38. Fixed-income products and analysis: Yield, duration and convexity ; 39. Swaps ; 40. One-factor interest rate modeling ; 41. Yield curve fitting ; 42. Interest rate derivatives ; 43. Convertible bonds ; 44. Mortgage-backed securities ; 45. multi-factor interest rate modeling ; 46. Empirical behavior of the spot interest rate ; 47. Heath, jarrow and morton ; 48. Interest-rate modeling without probabilities ; 49. Pricing and optimal hedging of derivatives, the non-probabilistic model ; 50. Extensions to the non-probabilistic interest-rate model -- Part five: Risk measurement and management: 51. Portfolio management ; 52. Asset allocation in continuous time ; 53. Value at risk ; 54. Value of the firm and the risk of default ; 55. Credit risk ; 56. Credit derivatives ; 57. RiskMetrics and creditMetrics ; 58. CrashMetrics -- Part six: Miscellaneous topics: 59. Derivatives **** Ups ; 60. Bonus time ; 61. Real options ; 62. Energy derivatives -- Part seven: Numerical methods: 63. Finite-difference methods for one-factor models ; 64. Further finite-difference methods for one-factor models ; 65. Finite-difference methods for two-factor models ; 66. Monte carlo simulation and related methods ; 67. Finite-difference programs -- Appendix: All the math you need ... and no more (An executive summary).