ch. 2. A review of markets, players, and conventions.
ch. 3. Cash flow engineering and forward contracts.
ch. 4. Engineering simple interest rate derivatives.
ch. 5. Introduction to swap engineering.
ch. 6. Repo market strategies in financial engineering.
ch. 7. Dynamic replication methods and synthetics.
ch. 8. Mechanics of options.
ch. 9. Engineering convexity positions.
ch. 10. Options engineering with applications.
ch. 11. Pricing tools in financial engineering.
ch. 12. Some applications of the fundamental theorem.
ch. 13. A framework for fixed-income engineering.
ch. 14. Tools for volatility engineering, volatility swaps, and volatility trading.
ch. 15. Smile effects in financial engineering.
ch. 16. How do credit derivatives change financial engineering?
ch. 17. Engineering of equity instruments : pricing and replication.
ch. 18. An important application : swaptions and mortgages.
