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<div class="productDetail-richDataText">Preface to the Second Edition. <br>
<p>From the Preface to the First Edition. <br>
</p><p>PART I. BACKGROUND. <br>
</p><p>1. Motivation. <br>
</p><p>2. Financial Theory. <br>
</p><p>PART II. NUMERICAL METHODS. <br>
</p><p>3. Basics of Numerical Analysis. <br>
</p><p>4. Numerical Integration: Deterministic and Monte Carlo Methods. <br>
</p><p>5. Finite Difference Methods for Partial Differential Equations. <br>
</p><p>6. Convex Optimization. <br>
</p><p>PART III. PRICING EQUITY OPTIONS. <br>
</p><p>7. Option Pricing by Binomial and Trinomial Lattices. <br>
</p><p>8. Option Pricing by Monte Carlo Methods. <br>
</p><p>9. Option Pricing by Finite Difference Methods. <br>
</p><p>PART IV. ADVANCED OPTMIZATION MODELS AND METHODS. <br>
</p><p>10. Dynamic Programming. <br>
</p><p>11. Linear Stochastic Programming Models with Recourse. <br>
</p><p>12. Non-Convex Optimization. <br>
</p><p>PART V. APPENDICES. <br>
</p><p>Appendix A. Introduction to MATLAB Programming. <br>
</p><p>Appendix B. Refresher on Probability theory and Statistics. <br>
</p><p>Appendix C. Introduction to AMPL. <br>
</p><p>Index. </p></div><br>
<p align="right"><font color="#000066">[此贴子已经被作者于2007-6-1 23:34:06编辑过]</font></p>