Option Pricing Models  
   
Plain Vanilla Options  
1 The generalized Black and Scholes option pricing formula
2 Options on a stock with cash dividens
3 The Black and Scholes model adjusted for trading day volatility
4 The jump diffusion model
5 American calls on stocks with known dividends
6 American approximations, The Barone-Adesi and Whaley model, and The Bjerksund and Stensland model
7 The Miltersen and Schwartz commodity option model
   
Exotic Options  
8 Executive stock options
9 Forward start options
10 Time switch options
11 Chooser options
12 Options on options
13 Writer extendible options
14 Two asset correlation options
15 Exchange one asset for another options
16 Exchange options on exchange options
17 Options on the maximum or the minimum of two risky assets
18 Spread option approximation
19 Floating strike lookback options
20 Fixed strike lookback options
21 Partial-time floating strike lookback options
22 Partial-time fixed strike lookback
23 Extreme spread options
24 Standard barrier options
25 Double barrier options
26 Partial-time single asset barrier options
27 Two asset barrier options
28 Partial-time two asset barrier options
29 Look-barrier options
30 Soft-barrier options
31 Gap options
32 Cash-or-nothing options
33 Two asset cash-or-nothing options
34 Asset-or-nothing options
35 Supershare options
36 Binary barrier options
37 Geometric average rate options
38 Arithmetic average rate options: The Turnbull and Wakeman approximation
39 Arithmetic average rate options: Levy's approximation
40 Foreign equity options struck in domestic currency
41 Fixed exchange rate foreign equity options
42 Equity linked foreign exchange options
43 Takeover foreign exchange options
Interest Rate Options
44 Swaptions
45 The Vasicek model


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