مالی کمی: مقدمه‌ای مبتنی بر شبیه‌سازی با استفاده از اکسل ۲۰۱۴
Quantitative Finance: A Simulation-Based Introduction Using Excel 2014

1. Preface

2. Author

3. Chapter 1 – Introduction

4. Chapter 2 – Intuition about Uncertainty and Risk

5. Chapter 3 – The Classical Approach to Decision Making under Uncertainty

6. Chapter 4 – Valuing Investment Opportunities: The Discounted Cash Flow Method

7. Chapter 5 – Repaying Loans over Time

8. Chapter 6 – Bond Pricing with Default: Using Simulations

9. Chapter 7 – Bond Pricing with Default: Using Difference Equations

10. Chapter 8 – Difference Equations for Life Annuities

11. Chapter 9 – Tranching and Collateralized Debt Obligations

12. Chapter 10 – Bond CDOs: More than Two Bonds, Correlation, and Simulation

13. Chapter 11 – Fundamentals of Fixed Income Markets

14. Chapter 12 – Yield Curves and Bond Risk Measures

15. Chapter 13 – Forward Rates

16. Chapter 14 – Modeling Stock Prices

17. Chapter 15 – Mean Variance Portfolio Optimization

18. Chapter 16 – A Qualitative Introduction to Options

19. Chapter 17 – Value at Risk

20. Chapter 18 – Pricing Options Using Binomial Trees

21. Chapter 19 – Random Walks

22. Chapter 20 – Basic Stochastic Calculus

23. Chapter 21 – Simulating Geometric Brownian Motion

24. Chapter 22 – Black Scholes PDE for Pricing Options in Continuous Time

25. Chapter 23 – Solving the Black Scholes PDE

26. Chapter 24 – Pricing Put Options Using Put Call Parity

27. Chapter 25 – Some Approximate Values of the Black Scholes Call Formula

28. Chapter 26 – Simulating Delta Hedging

29. Chapter 27 – Black Scholes with Dividends

30. Chapter 28 – American Options

31. Chapter 29 – Pricing the Perpetual American Put and Call

32. Chapter 30 – Options on Multiple Underlying Assets

33. Chapter 31 – Interest Rate Models

34. Chapter 32 – Incomplete Markets

35. Appendix 1: Probability Theory Basics

36. Appendix 2: Proof of DeMoivre–Laplace Theorem

37. Appendix 3: Naming Variables in Excel

38. Appendix 4: Building VBA Macros from Excel