Title：Numerical Methods for Finance
     Editors：John Miller, David Edelman & John Appleby
     Edition：September 21, 2007
     Format：High Quality pdf Non-scanned Version
     Pages：312 pages
     Publisher：Chapman & Hall/CRC
     Reference：http://www.amazon.com/Numerical-Methods-Finance-Financial-Mathematics/dp/158488925X

Table of Contents
     Preface
     CHAPTER 01 Coherent Measures of Risk into Everyday Market Practice
     CHAPTER 02 Pricing High-Dimensional American Options Using Local Consistency Conditions
     CHAPTER 03 Adverse Interrisk Diversification Effects for FX Forwards
     CHAPTER 04 Counterparty Risk Pricing under Correlation between Default and Interest Rates.
     CHAPTER 05 Optimal Dynamic Asset Allocation for Defined Contribution Pension Plans
     CHAPTER 06 On High-Performance Software Development for the Numerical Simulation of Life Insurance Policies
     CHAPTER 07 An Efficient Numerical Method for Pricing Interest Rate Swaptions
     CHAPTER 08 Empirical Testing of Local Cross Entropy
     CHAPTER 09 Using Intraday Data to Forecast Daily
     CHAPTER 10 Pricing Credit from the Top Down with Affine Point Processes
     CHAPTER 11 Valuation of Performance-Dependent Options
     CHAPTER 12 Variance Reduction through Multilevel Monte Carlo Path Calculations
     CHAPTER 13 Value at Risk and Self-Similarity
     CHAPTER 14 Parameter Uncertainty in Kalman-Filter Estimation of the CIR Term-Structure Model
     CHAPTER 15 EDDIE for Discovering Arbitrage
     Index