Preface.
List of Symbols.

1 Fourier Pricing Methods.

1.1 Introduction.

1.2 A general representation of option prices.

1.3 The dynamics of asset prices.

1.4 A generalized function approach to Fourier pricing.

1.5 Hilbert transform.

1.6 Pricing via FFT.

1.7 Related literature.

2 The Dynamics of Asset Prices.

2.1 Introduction.

2.2 Efficient markets and Lévy processes.

2.3 Construction of Lévy markets.

2.4 Properties of Lévy processes.

3 Non-stationary Market Dynamics.

3.1 Non-stationary processes.

3.2 Time changes.

3.3 Simulation of Lévy processes.

4 Arbitrage-Free Pricing.

4.1 Introduction.

4.2 Equilibrium and arbitrage.

4.3 Arbitrage-free pricing.

4.4 Derivatives.

4.5 Lévy martingale processes.

4.6 Lévy markets.

5 Generalized Functions.

5.1 Introduction.

5.2 The vector space of test functions.

5.3 Distributions.

5.4 The calculus of distributions.

5.5 Slow growth distributions.

5.6 Function convolution.

5.7 Distributional convolution.

5.8 The convolution of distributions in S.

6 The Fourier Transform.

6.1 Introduction.

6.2 The Fourier transformation of functions.

6.3 Fourier transform and option pricing.

6.4 Fourier transform for generalized functions.

6.5 Exercises.

6.6 Fourier option pricing with generalized functions.

7 Fourier Transforms at Work.

7.1 Introduction.

7.2 The Black–Scholes model.

7.3 Finite activity models.

7.4 Infinite activity models.

7.5 Stochastic volatility.

7.6 FFT at work.

Appendices.

A Elements of probability.

A.1 Elements of measure theory.

A.2 Elements of the theory of stochastic processes.

B Elements of Complex Analysis.

B.1 Complex numbers.

B.2 Functions of complex variables.

C Complex Integration.

C.1 Definitions.

C.2 The Cauchy–Goursat theorem.

C.3 Consequences of Cauchy's theorem.

C.4 Principal value.

C.5 Laurent series.

C.6 Complex residue.

C.7 Residue theorem.

C.8 Jordan's Lemma.

D Vector Spaces and Function Spaces.

D.1 Definitions.

D.2 Inner product space.

D.3 Topological vector spaces.

D.4 Functionals and dual space.

E The Fast Fourier Transform.

E.1 Discrete Fourier transform.

E.2 Fast Fourier transform.

F The Fractional Fourier Transform.

F.1 Circular matrix.

F.2 Toepliz matrix.

F.3 Some numerical results.

G Affine Models: The Path Integral Approach.

G.1 The problem.

G.2 Solution of the Riccati equations.

Bibliogrsphy.

Index.

好东西，学习了！！！

好方法,学学

前两天刚在springer上下载了这本书，就看到有人传了上来。这本书确实是一本佳作，不过应该算是专著了。不做相关的研究，估计是不大好看懂其中的某些章节了。作者朱健卫早年在德国求学，后来一直在金融实务机构工作，研究和实务都很优秀。这本书是他的博士论文基础上的丰富而成，相信是期权定价方面很好的一本书了，很推荐大家读读看。

good, useful, thanks