CHAPTER 1 Mathematical Preliminaries 1
CHAPTER 2 Numerical Integration 39
CHAPTER 3 Tree-Based Methods 70
CHAPTER 4 The Black-Scholes，Practitioner Black-Scholes，and Gram-Charlier Models 112
CHAPTER 5 The Heston（1993）Stochastic Volatility Model 136
CHAPTER 6 The Heston and Nandi（2000）GARCH Model 163
CHAPTER 7 The Greeks 187
CHAPTER 8 Exotic Options 230
CHAPTER 9 Parameter Estimation 275
CHAPTER 10 Implied Volatility 304
CHAPTER 11 Model-Free Implied Volatility 322
CHAPTER 12 Model-Free Higher Moments 350
CHAPTER 13 Volatility Returns 374
APPENDIX A A VBA Primer 404
References 409
About the CD-ROM 413
About the Authors 417
Index 419