CD plus book for financial modelling, requires Mathematica 3 or 2.2; runs on most platforms.

This product will prove of inestimable worth for financial instrument valuation and hedging, checking existing models and for analysing derivatives; it can be used for professional or training purposes in financial institutions or universities, and on MBA courses.

Preface
1. Advanced tools for rocket science
2. An introduction to Mathematica
3. Mathematical finance preliminaries
4. Mathematical preliminaries
5. Log and power contracts
6. Binary options and the normal distribution
7. Vanilla European calls and puts
8. Barrier options - a case study in rapid development
9. Analytical models of lookbacks
10. Vanilla Asian options - analytical methods
11. Vanilla American options
12. Double barrier, compound, Quanto options and other exotics
13. The discipline of the Greeks and overview of finite-difference schemes
14. Finite-difference schemes for the diffusion equation with smooth initial conditions
15. Finite-difference schemes for the Black-Scholes equation with non-smooth payoff initial conditions
16. SOR and PSOR schemes for the three-time-level Douglas scheme and application to American options
17. Linear programming alternatives to PSOR and regression
18. Traditional and supersymmetric trees
19. Tree implementation in Mathematica and basic tree pathology
20. Turbo-charged trees with the Mathematica compiler
21. Monte Carlo and Wozniakowski sampling
22. Basic applications of Monte Carlo
23. Monte Carlo simulation of basket options
24. Getting jumpy over dividends
25. Simple deterministic and stochastic interest-rate models
26. Building yield curves from market data
27. Simple interest rate options
28. Modelling volatility by elasticity
Index.