Computational Finance Using C and C#: Derivatives and Valuation (Hardcover, 2)

1. Overview of financial derivatives

2. Introduction to stochastic processes

3. Generation of random variates

4. European Options

5. Single asset American options

6. Multi-asset options

7. Other Financial Derivatives

8. C# Portfolio Pricing Application

9. A Brief History of Finance

Appendix A. The Greeks for vanilla European options

Appendix B. Barrier option integrals

Appendix C. Standard statistical results

Appendix D. Statistical distribution functions

Appendix E. Mathematical reference

Appendix F. Black-Scholes finite-difference schemes

Appendix G. The Brownian Bridge: alternative derivation

Appendix H. Brownian motion: more results

Appendix I. Feynman-Kac formula