- 1-1 Course Overview
- 1-2 introduction to no-arbitrage
- 1-3 introduction to no-arbitrage
- 1-4Floating rate bonds and term structure ...
- 2-1 Swaps
- 2-2 Futures
- 2-3 Futures Excel
- 2-4 Options
- 2-5 Options Pricing
- 2-6 The 1-Period Binomial Model
- 2-7 Option Pricing in the 1-Period Binomial Model
- 3-1 The Multi-Period Binomial Model
- 3-2 What’s Going On?
- 3-3Pricing American Options
- 3-4Replicating Strategies Binomial Model
- 3-5Including Dividends
- 3-6Pricing Forwards Futures In the Binomial Model
- 3-7The Black Scholes Model
- 3-8Pricing a European Put on a Futures Contract
- 4-1 Introduction to Term Structure Lattice Models
- 4-2 The Cash Account and Pricing Zero-Coupon Bonds
- 4-3 Fixed Income Derivatives_Options on Bonds
- 4-4 Fixed Income Derivatives_Bond Forwards
- 4-5 Fixed Income Derivatives_Bond Futures
- 4-6 Fixed Income Derivatives_Caplets and Floorlets
- 4-7 Fixed Income Derivatives_Swaps and Swaptions
- 4-8 The Forward Equations
- 5-1 Model Calibration
- 5-2 An Application_Pricing a Payer Swaption in a BDT Model
- 5-3 Fixed Income Derivatives Pricing in Practice
- 5-4 Modeling Defaultable Bonds
- 5-5 Pricing Defaultable Bonds
- 5-6 Credit Default Swaps
- 5-7 Pricing Credit Default Swaps
- 5-8 Completed Interview with Emmanuel Derman
- 6-1 Introduction to Mortgage Mathematics and...
- 6-2 Prepayment Risk and Mortgage Pass-Throughs
- 6-3 Mortgage Pass-Throughs in Excel
- 6-4 Principal-Only and Interest-Only MBS
- 6-5 Risks of Principal-Only and Interest-Only MBS
- 6-7 Pricing Mortgage-Backed-Securities
本书既可以供金融学专业。金融工程学专业、金融数学专业本科高年级学生及研究生作为教材使用，又可以供从事金融产品定价、风险管理等工作的从业人员作为参考书。
◎全面地介绍了金融产品的知识，特别是各类常用的衍生产品
◎深入浅出地讲解了金融工程所需的重要数学方法
◎深入地介绍了风险管理技术，特别探讨 了刻画市场发生极端
《金融工程与风险管理技术》是著名金融工程学家保罗·威尔莫特的力作。《金融工程与风险管理技术》主要讲述经典数量金融方面的内容，内容极为基础，其中的“小贴士”介绍更多数学方面的内容。《金融工程与风险管理技术》也以非常简单的方式解释随机微积分，并诠释了当前所有的金融理论。《金融工程与风险管理技术》的写作风格是通俗易懂，图文并茂。