1 Table of Contents: “... options -- Dual expiry options -- Two-asset rainbow options -- Barrier options -- Lookback options...”

2 Subjects: “...Options (Finance) / Prices / Mathematical models / fast...”

3 Table of Contents: “... OF DAILY OPTION TIME VALUE EROSION; OPTION PRICE EROSION DOESN'T HAPPEN IN A STRAIGHT LINE; OPTION PRICE...”

4 “... Markov price processes. Advanced methods combining backward recurrence algorithms for computing of option...”

5 Table of Contents: “...Chapter 1: Options Concepts -- Chapter 2: Financial Derivatives -- Chapter 3: Basic Algorithms...”

6 Table of Contents: “... and Combination; A Final Thought; Chapter 2: Just a Little Math; The Option Price; Volatility and the Volatility...”

7 Subjects: “...Options (Finance) / Mathematical models...”

8 Table of Contents: “...Front Cover; Risk Neutral Pricing and Financial Mathematics; Copyright Page; Dedication; Contents...”

9 Table of Contents: “... -- The Feynmann-Kac Theorem -- The Binomial Tree Method for Option Pricing -- The Black-Scholes-Merton...”

10 Table of Contents: “... search; The term structure of interest rates Lattice Models for Option Pricing ; Basic concepts...”

11 Table of Contents: “...9.7 VARIANTS OF (G)ARCH PROCESSES9.8 THE MIDAS PROCESS; FURTHER READING; Chapter 10: Option pricing...”

12 Table of Contents: “... portfolio optimization -- A qualitative introduction to options -- Value at risk -- Pricing options using...”

13 Table of Contents: “... -- American Options -- Interest-Rate Modelling and Derivative Pricing -- Alternative Models of Asset Price...”

14 Table of Contents: “... Game -- Option Pricing and Hedging Under Regular Lévy Processes of Exponential Type -- Installment...”

15 Table of Contents: “... -- Swaps -- Options -- Engineering basic options -- Engineering advanced derivatives -- Equity-linked...”

16 Table of Contents: “... -- Options -- Overview -- The ideas behind option pricing -- Pricing models...”

17 Table of Contents: “... Blood Flow -- Statistical tools and techniques in modeling survival data -- So you want to price...”

18 Table of Contents: “... Financial Models -- 19 Stochastic Stability and Optimal Control in Insurance Mathematics -- 20 Option...”

19 Table of Contents: “...Part I Pierre L’Ecuyer: Biography, Part II Invited Contributions: Monte Carlo Methods for Pricing...”

20 “... modeling with MATLAB, including option pricing and compound interest Use MATLAB for simulation problems...”