《A Course in Derivative Securities：Introduction to Theory and Computation》，Springer Finance，2005.
1 Asset Pricing Basics
2 Continuous-Time Models
3 Black-Scholes
4 Estimating and Modelling Volatility
5 Introduction to Monte Carlo and Binomial Models
6 Foreign Exchange
7 Forward, Futures, and Exchange Options
8 Exotic Options
9 More on Monte Carlo and Binomial Valuation
10 Finite Difference Methods
11 Fixed Income Concepts
12 Introduction to Fixed Income Derivatives
13 Valuing Derivatives in the Extended Vasicek Model
14 A Brief Survey of Term Structure Models
Appendices
A Programming in VBA
B Miscellaneous Facts about Continuous-Time Models