《奇异期权(第2版)》对奇异期权的形式与特征进行了探讨与研究。奇异期权是指比常规期权(标准的欧式或美式期权)更复杂的衍生证券，这些产品通常是场外交易或嵌入结构债券。比如执行价格不是一个确定的数，而是一段时间内的平均资产价格的期权，或是在期权有效期内如果资产价格超过一定界限，期权就作废。
《奇异期权(第2版)》是由世界图书出版公司出版的。

目录Preface to the Second Edition
Preface to the First Edition
Acknowledgements
Part Ⅰ: Introduction to Exotic Options and Option Pricing Methodology
Chapter Ⅰ. 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