6 1/2 X 9 1/5 in Using Numerical Software Components with Microsoft Windows: Introduction; Dynamic Link Libraries (DLLs); ActiveX and COM; A fin ancial derivative pricing example; ActiveX components and numerical opti mization; XML and transformation using XSL; Epilogue; Pricing As sets: Introduction; Analytical methods and single asset Europea n options; Numeric methods and single asset American options; Monte Carl o simulation; Multiasset European and American options; Dealing with mis sing data; Financial Econometrics: Introduction; GARCH models; Nonlinear GARCH; GARCH conditional probability distributions; Ma ximum likelihood parameter estimation; Analytic derivatives of the log l ikelihood; GJR-GARCH algorithms; GARCH software; GARCH process identific ation; Multivariate time series; Appendices.