https://docslide.us/documents/topics-in-empirical-finance-with-r-and-rmetrics.html
可以在线阅读。

Part 1: The Experimental Environment
Data Sources
Basic Components
The Simulation Framework

Part 2: Basic Fixed Income Instruments
Elementary Fixed Income Calculations
The Term Structure of Interest Rates
Fixed Income Risk Management

Part 3: Discrete Models for Derivatives
Risk-neutral Pricing in a Binomial Framework

Part 4: Derivatives in the Black-Scholes Framework
Price and Greeks in the Black-scholes Model
Dynamic Hedging in the Black-scholes Framework
Vanna-Volga Pricing and Hedging

Part 5: Stylized Facts on Asset Returns
Stylized Facts of Financial Data

Part 6: The Volatility Surface
The Implied Volatility
Building an Equity Volatility Surface
The Implied Distribution of Asset Price
Implied Trees