书名：Advanced Derivatives Pricing and Risk Management: Theory, Tools, and Hands-On Programming Applications
     作者：Claudio Albanese & Giuseppe Campolieti
     版次：Cdr edition (September 8, 2005)
     格式：精美pdf非扫描版
     页数：426 pages
     出版者：Academic Press
     简介：http://www.amazon.com/gp/reader/0120476827/ref=sib_dp_pt/105-0534350-4110008#reader-link
     附注：本书介绍金融衍生证券定价及风险管理的理论与实践

Table of Contents
     Ch. 1  Pricing theory 3
     Ch. 2  Fixed-income instruments 113
     Ch. 3  Advanced topics in pricing theory : exotic options and state-dependent models 149
     Ch. 4  Numerical methods for value-at-risk 239
     Ch. 5  Project : arbitrage theory 315
     Ch. 6  Project : the Black-Scholes (Lognormal) model 321
     Ch. 7  Project : quantile-quantile plots 327
     Ch. 8  Project : Monte Carlo pricer 331
     Ch. 9  Project : the binomial lattice model 337
     Ch. 10 Project : the trinomial lattice model 341
     Ch. 11 Project : Crank-Nicolson option pricer 349
     Ch. 12 Project : static hedging of barrier options 355
     Ch. 13 Project : variance swaps 363
     Ch. 14 Project : Monte Claro value-at-risk for delta-gamma portfolios 369
     Ch. 15 Project : covariance estimation and scenario generation in value-at-risk 375
     Ch. 16 Project : interest rate trees : calibration and pricing 379