Incluye referencias bibliográficas (páginas 705-717) e índice.

Part one: Basic theory of 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 equations ; 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 -- Part two: Path dependency: 13. An introduction to exotic and path-dependent options ; 14. Barrier options ; 15. Strongly path-dependent options ; 16. Asian options ; 17. Lookback options ; 18. Miscellaneous exotics -- Part three: Extending black-scholes: 19. Defects in the black-scholes model ; 20. Discrete hedging ; 21. Transaction costs ; 22. Volatility smiles and surfaces ; 23. Stochastic volatility ; 24. Uncertain parameters ; 25. Empirical analysis of volatility ; 26. Jump diffusion ; 27. Crash modeling ; 28. Speculating with options ; 29. The feedback effect of hedging in illiquid markets ; 30. Static hedging -- Part four: Interest rates and products: 31. Fixed-income products and analysis: Yield, duration and convexity ; 32. Swaps ; 33. One-factor interest rate modeling ; 34. Yield curve fitting ; 35. Interest rate derivatives ; 36. Convertible bonds ; 37. Two-factor interest rate modeling ; 38. Empirical behavior of the spot Interest rate ; 39. Heath, jarrow and morton ; 40. Interest-rate modeling without probabilities -- Part five: Risk measurement and management: 41. Portfolio management ; 42. Value at risk ; 43. Credit risk ; 44. Credit derivatives ; 45. RiskMetrics, creditMetrics and crashMetrics -- Part six: Numerical methods: 46. Finite-difference methods for one-factor models ; 47. Further finite-difference methods for one-factor models ; 48. Finite-difference methods for two-factor models ; 49. Monte carlo simulation and related methods ; 50. Finite-difference programs"