1 Computational Finance: An Introduction - Jin-Chuan Duan, James E. Gentle, and Wolfgang Karl Härdle
3 Diffusion Models of Asset Prices - Jerome Detemple and Marcel Rindisbacher
4 Jump-Diffusion Models Driven By Levy Processes - Jose E. Figueroa-Lopez
5 Multivariate Time Series Models of Asset Prices - Christian M. Hafner and Hans Manner
6 Option Data and Modeling BSM Iimplied Volatility - Matthias R. Fengler
7 Interest Rate Derivative Pricing with Volatility Smile - Haitao Li
8 Volatility Investing with Variance Swaps - Wolfgang Karl Härdle and Elena Silyakova
10 Parametric Estimation of Risk-Neutral Density Functions - Maria Grith and Volker Kraetschmer
11 Nonparametric Estimation of Risk-Neutral Densities - Maria Grith, Wolfgang Karl Härdle, and Melanie Schienle
12 Value at Risk Estimation - Ying Chen and Jun Lu
13 Volatility Estimation Based on High-Frequency Data - Christian Pigorsch, Uta Pigorsch, and Ivaylo Popov
14 Identifying Jumps in Asset Prices - Johan Bjursell and James E. Gentle
15 Simulation-Based Estimation Methods for Financial Time Series Models - Jun Yu
17 Fitting High-Dimensional Copulae to Data - Ostap Okhrin
18 Numerical Methods for Nonlinear PDEs in Finance - Peter A. Forsyth and Kenneth R. Vetzal
19 Numerical Solution of Stochastic Differential Equations in Finance - Timothy Sauer
20 Lattice Approach and Implied Trees - Rudiger U. Seydel
21 Efficient Options Pricing Using the Fast Fourier Transform - Yue Kuen Kwok, Kwai Sun Leung, and Hoi Ying Wong
22 Dynamic Programming and Hedging Strategies in Discrete Time - Shih-Feng Huang and Meihui Guo
23 Approximation of Dynamic Programs - Michele Breton and Javier de Frutos
24 Computational Issues in Stress Testing - Ludger Overbeck
25 Portfolio Optimization - Jerome Detemple and Marcel Rindisbacher
26 Low Discrepancy Simulation - Harald Niederreiter
27 Introduction to Support Vector Machines and Their Applications in Bankrupcy Prognosis - Yuh-Jye Lee, Yi-Ren Yeh, and Hsing-Kuo Pao
29 R as a Tool in Computational Finance - John P. Nolan