| pt. I | Introduction | |
| 1. | Computational Finance: An Introduction / Wolfgang Karl Hardle | 3 |
| pt. II | Asset Pricing Models | |
| 2. | Modeling Asset Prices / Wolfgang Karl Hardle | 15 |
| 3. | Diffusion Models of Asset Prices / Marcel Rindisbacher | 35 |
| 4. | Jump-Diffusion Models Driven by Levy Processes / Jose E. Figueroa-Lopez | 61 |
| 5. | Multivariate Time Series Models for Asset Prices / Hans Manner | 89 |
| 6. | Option Data and Modeling BSM Implied Volatility / Matthias R. Fengler | 117 |
| 7. | Interest Rate Derivatives Pricing with Volatility Smile / Haitao Li | 143 |
| 8. | Volatility Investing with Variance Swaps / Elena Silyakova | 203 |
| pt. III | Statistical Inference in Financial Models | |
| 9. | Evaluation of Asset Pricing Models Using Two-Pass Cross-Sectional Regressions / Cesare Robotti | 223 |
| 10. | Parametric Estimation of Risk Neutral Density Functions / Volker Kratschmer | 253 |
| 11. | Nonparametric Estimation of Risk-Neutral Densities / Melanie Schienle | 277 |
| 12. | Value at Risk Estimation / Jun Lu | 307 |
| 13. | Volatility Estimation Based on High-Frequency Data / Ivaylo Popov | 335 |
| 14. | Identifying Jumps in Asset Prices / James E. Gentle | 371 |
| 15. | Simulation-Based Estimation Methods for Financial Time Series Models / Jun Yu | 401 |
| pt. IV | Computational Methods | |
| 16. | Filtering Methods / Andras Fulop | 439 |
| 17. | Fitting High-Dimensional Copulae to Data / Ostap Okhrin | 469 |
| 18. | Numerical Methods for Nonlinear PDEs in Finance / Kenneth R. Vetzal | 503 |
| 19. | Numerical Solution of Stochastic Differential Equations in Finance / Timothy Sauer | 529 |
| 20. | Lattice Approach and Implied Trees / Rudiger U. Seydel | 551 |
| 21. | Efficient Options Pricing Using the Fast Fourier Transform / Hoi Ying Wong | 579 |
| 22. | Dynamic Programming and Hedging Strategies in Discrete Time / Meihui Guo | 605 |
| 23. | Approximation of Dynamic Programs / Javier de Frutos | 633 |
| 24. | Computational Issues in Stress Testing / Ludger Overbeck | 651 |
| 25. | Portfolio Optimization / Marcel Rindisbacher | 675 |
| 26. | Low-Discrepancy Simulation / Harald Niederreiter | 703 |
| 27. | Introduction to Support Vector Machines and Their Applications in Bankruptcy Prognosis / Hsing-Kuo Pao | 731 |
| pt. V | Software Tools | |
| 28. | MATLAB® as a Tool in Computational Finance / Angel Martinez | 765 |
| 29. | R as a Tool in Computational Finance / John P. Nolan | 781 |
