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| Preface to the Second Edition Preface to the First Edition Acknowledgements Part Ⅰ: Introduction to Exotic Options and Option Pricing Methodology Chapter 1. From Vanilla Options to Exotic Options 1.1. Plain Vanilla Options 1.2. Path-Dependent Options 1.3. Correlation Options 1.4. Other Exotic Options 1.5. Institutions Involved in Exotic Options 1.6. Summary Chapter Ⅱ: Option Pricing Methodology 2.1. Equilibrium and Arbitrage 2.2. Basic Option Terminology 2.3. The Black-Scholes Option Pricing Model 2.4. Pricing Options Using the Arbitrage-Free Argument 2.5. Solving Partial Differential Equations 2.6. Risk-Neutral Valuation Relationship 2.7. Monte Carlo Simulations 2.8. Lattice- and Tree-Based Method 2.9. Method Used in this Book Part Ⅱ: Standard Options Part Ⅲ: Path-Dependent Options Part Ⅳ: Correlation/Multiassets Options Part Ⅴ: Other Options Part Ⅵ: Hedging Exotic Options and Further Development of Exotic Options Appendix References Subject Index |
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