TABLE OF CONTENTS List of Figures List of Tables Foreword Prefac Acknowledgments CHAPTER 1 Stochastic Volatility and Local Volatility CHAPTER 2 The Heston Model CHAPTER 3 The Implied Volatility Surface CHAPTER 4 The Heston-Nandi Model CHAPTER 5 Adding Jumps CHAPTER 6 Modeling Default Risk CHAPTER 7 Volatility Surface Asymptotics CHAPTER 8 Dynamics of the Volatility Surface CHAPTER 9 Barrier Options CHAPTER 10 Exotic Cliquets CHAPTER 11 Volatility Derivatives Summary Postscript Bibliography Index

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