内容

目次

1. Introduction; 2. Analysis of algorithms; 3. Basic financialmathematics; 4. Bond price volatility; 5. Term structure of interest rates;6. Fundamental statistical concepts; 7. Option basics; 8. Arbitrage in optionpricing; 9. Option pricing models; 10. Sensitivity analysis of options; 11.Extensions of options theory; 12. Forwards, futures, futures options, swaps;13. Stochastic processes and Brownian motion; 14. Continuous-time financialmathematics; 15. Continuous-time pricing; 16. Hedging; 17. Trees; 18.Numerical methods; 19. Matrix computation; 20. Time series and estimation;21. Interest rate derivative securities; 22. Term structure fitting; 23.Introduction to term structure modeling; 24. Foundations of term structuremodeling; 25. Equilibrium term structure models; 26. No-arbitrage termstructure models; 27. Fixed-income securities; 28. Introduction tomortgage-backed securities; 29. Analysis of mortgage-backed securities; 30.Collateralized mortgage obligations; 31. Modern portfolio theory; 32.Software.