對奇異期權的形式與特征進行了探討與研究。奇異期權是指比常規期權(標准的歐式或美式期權)更復雜的衍生證券，這些產品通常是場外交易或嵌入結構債券。比如執行價格不是一個確定的數，而是一段時間內的平均資產價格的期權，或是在期權有效期內如果資產價格超過一定界限，期權就作廢。

Preface to the Second EditionPreface to the First EditionAcknowledgementsPart Ⅰ: Introduction to Exotic Options and Option Pricing MethodologyChapter Ⅰ. From Vanilla Options to Exotic Options1.1. Plain Vanilla Options1.2. Path-Dependent Options1.3. Correlation Options1.4. Other Exotic Options1.5. Institutions Involved in Exotic Options1.6. SummaryChapter Ⅱ: Option Pricing Methodology2.1. Equilibrium and Arbitrage2.2. Basic Option Terminology2.3. The Black-Scholes Option Pricing Model2.4. Pricing Options Using the Arbitrage-Free Argument2.5. Solving Partial Differential Equations2.6. Risk-Neutral Valuation Relationship2.7. Monte Carlo Simulations2.8. Lattice- and Tree-Based Method2.9. Method Used in this BookPart Ⅱ: Standard OptionsPart Ⅲ: Path-Dependent OptionsPart Ⅳ: Correlation/Multiassets OptionsPart Ⅴ: Other OptionsPart Ⅵ: Hedging Exotic Options and Further Development of Exotic OptionsAppendixReferencesSubject Index