1

2 Subjects: “...Algorithms & data structures / bicssc...”

3 Table of Contents: “... of credit risk -- Multi-name and structure credit risk portfolios -- Engineered implied volatility...”

4 Table of Contents: “... equity risk -- Managing commodity risk -- Managing credit risk -- Structured products...”

5 Table of Contents: “... factors vs. interest rates -- 3.3 Nominal vs. real interest rates -- 3.4 The term structure of interest...”

6 Table of Contents: “... in C++ and boost C++ libraries -- Lattice models fundamental data structures and algorithms -- Lattice...”

7 Table of Contents: “... calculator: continuous time; 4.2.3 Bootstrapping the term structure of interest rates; 4.2.4 Considerations...”

8 “... illuminates the spark at the core of these three pursuits. Structured around stories from the frontlines...”

9 “..., regulation, and above all, pricing. * The Second Edition presents 5 new chapters on structured product...”