介绍如下：

Derivatives Pricing: The Classic Collection
Introduction
Peter Carr, Bloomberg

SECTION 1: Classics
1. Theory of Speculation
Louis Bachelier, Deceased
2. The Pricing of Commodity Contracts
Fischer Black, Deceased
3. Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
David Heath, University of Illinois; Robert Jarrow, Cornell University and Andrew Morton, Lehman Brothers
4. Changes of Numéraire, Changes of Probability Measure and Option Pricing
Hélyette Geman, University of Paris Dauphine; Nicole el Karoui, Ecole Polytechnique and Jean-Charles Rochet, University of Toulouse
5. The Market Model of Interest Rate Dynamics
Alan Brace and Marek Musiela, BNP Paribas and Dariusz Gatarek, Capital Markets Group

SECTION 2: Hidden Gems
6. A Unified Theory of Volatility
Bruno Dupire, Bloomberg
7. Arbitrage Pricing with Stochastic Volatility
Bruno Dupire, Bloomberg
8. A General Theory of Asset Valuation Under Diffusion State Processes
Mark B. Garman, Haas Business School
9. Probability of Loss on Loan Portfolio
Oldrich Alfons Vasicek, MKMV

SECTION 3: Risk Hall of Fame
10. Quantitative Strategies Research Notes
Emanuel Derman, Columbia University and Iraj Kani, Martingale Technologies
11. Pricing with a Smile
Bruno Dupire, Bloomberg
12. A Generalised Framework for Credit Risk Portfolio Models
H. Ugur Koyluoglu, Mercer Oliver Wyman and Andrew Hickman, ERisk
13. Correlation and Dependence in Risk Management: Properties and Pitfalls
Paul Embrechts, Alexander McNeil and Daniel Straumann, ETHZ
14. Barrier Options
Mark Rubinstein, Haas Business School and Eric Reiner, UBS Warburg
15. Thinking Coherently
Philippe Artzner, University of Strasbourg; Freddy Delbaen, Federal Institute of Technology (ETH); Jean-Marc Eber, Lexifi Technologies and David Heath, Carnegie Mellon Pittsburgh
16. Static Simplicity
Jonathan Bowie and Peter Carr, Bloomberg

SECTION 4: Nobel Prize Winners
17. The Pricing of Options and Corporate Liabilities
Fischer Black, Deceased and Myron Scholes, Oak Hill Capital
18. Theory of Rational Option Pricing
Robert C. Merton, Harvard Business School
19. Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
Robert F. Engle, Stern School of Business