作者 Peter Tankov， 法国在金融数学领域的著名教授

内容：
1 Introduction
2 Levy Process: basic facts
3 Path structure of a Levy process
4 Basic stochastic calculus for jump process
5 Stochastic exponential of a jump rocess
6 Exponential Levy process
7 Esscher transform and absence of arbitrage in exponential levy process
8 European options in exp-Levy models
9 Integro-differential equations for exo options
10 gap options
11 implied vol
12 heding in exp Levy models
13 Calibration of exp-Levy models
14 Limits and extentions of Levy process