Derivatives Markets (Second Edition), 2006, by McDonald, R.L.,

Chapter 9,
Chapter 10, (excluding “Options on Commodities” on page 334),
Chapter 11, Sections 11.1 – 11.4, Appendices 11.A and 11.B,
Chapter 12, Sections 12.1–12.5, Appendix 12.A,
Chapter 13, including Appendix 13.B,
Chapter 14, Chapter 18, Chapter 19, Sections 19.1–19.5
Chapter 20, Sections 20.1–20.6 (up to but excluding “Multivariate Itô’s Lemma” on pages 665-666) and 20.7 (up to but excluding “Valuing a Claim on SaQb on pages 670-672 and excluding “Finding the lease rate” on top one-half of page 669),
Chapter 21, Sections 21.1 – 21.2 (excluding “What If the Underlying Asset Is Not an Investment Asset” on pages 688-690) and 21.3 ( excluding “The Backward Equation” on pages 691-692, and excluding the paragraph on page 692 that begins “If a probability…” and through the end of the section),
Chapter 22, Section 22.1 (but with only those definitions in Tables 22.1 and 22.2 that are relevant to Section 22.1),
Chapter 23, Sections 23.1 – 23.2 (pp.744 thru the middle of p.746 only),
Chapter 24, Sections 24.1–24.5 (up to but excluding “Forward rate agreements” on pages 806-808), Appendix B.1, Appendix C and including relevant Errata


附件:
Part1: CONTENT + p280~p583 (包含Ch9~Ch17)
Part2: p584~p885(包含Ch18~AppendixC)

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