영문목차
Preface xiii
Part I Preliminaries 1
1 Introduction and Overview 3
2 Mathematical Preparation 21
3 Tools for Continuous-Time Models 93
Part II Pricing Theory 139
4 Dynamics-Free Priceing 141
5 Pricing under Bernoulli Dynamics 174
6 Black-Scholes Dynamics 247
7 American Options and "Exotics" 292
8 Models with Uncertain Bolatility 367
9 Discontinuous Processes 401
10 Interest-Rate Dynamics 457
Part III Computational Methods 525
11 Simulation 527
12 Solving P.D.E.s Numerically 577
13 Programs 595
Bibliography 605
Subject Index 617