| Introduction |
| Acknowledgements |
| The Contributors |
| Models and Model Selection / Part I： |
| Multivariate Binomial Approximations for Asset Prices with Nonstationary Variance and Covariance Characteristics / Marti G. Subrahmanyam ; Teng-Suan Ho ; Richard C. Stapleton |
| Deriving Closed-Form Solutions for Gaussian Pricing Models: A Systematic Time-Domain Approach / Alexander Levin |
| Models for Estimating the Structure of Interest Rates from Observations of Yield Curves / K. O. Kortanek ; V. G. Medvedev |
| Calibrating Volatility Surfaces via Relative-Entropy Minimization / Marco Avellaneda ; Craig Friedman ; Richard Holmes ; Dominick Samperi |
| Option Pricing and Exotics / Part II： |
| Static Hedging of Exotic Options / Peter Carr ; Katrina Ellis ; Vishal Gupta |
| Closed Form Formulas for Exotic Options and Their Lifetime Distribution / Raphael Douady |
| Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution / Steven E. Posner ; Moshe Arye Milevsky |
| Pricing and Hedging American Options: A Recursive Integration Method / Jing-zhi Huang ; G. George Yu |
| Estimation of Time Series / Part III： |
| Piecewise Convex Function Estimation: Pilot Estimators / Kurt S. Riedel |
| Function Estimation Using Data-Adaptive Kernel Smoothers--How Much Smoothing? / A. Sidorenko |
| Empirical Studies and Options / Part IV： |
| E-ARCH Model for Implied Volatility Term Structure of FX Options / Yingzi Zhu |
| A Test of Efficiency for the Currency Option Market Using Stochastic Volatility Forecasts / Dajiang Guo |
| Portfolio-Based Risk Pricing: Pricing Long-Term Put Options with GJR-GARCH(1,1)/Jump Diffusion Process / Sergei Esipov |
| Financial Economics and Portfolio Theory / Part V： |
| The Existence of Equilibrium in a Financial Market with Transaction Costs / Xing Jin ; Frank Milne |
| Portfolio Generating Functions / Robert Fernholz |
図書
