This volume 金融隨機計算 (Stochastic Computation in Finance) was distributed by 新陸書局 Shinlou Books in February 2012. See the table of contents here (weblink) or here (pdf).
This book is a Matlab and Simulink based book. Find its promotion here on the MathWorks Book Program.

A helpful toolkit
波動率資訊平台 (Volatility Information Platform -VIP, Beta Version) - for volatility analysis and applications 波動率分析及應用 (http://qffers.math.sinica.edu.tw/vip/). Online estimation of volatilities including historical vol, EWMA model, instantaneous vol and VIX. Free!
How to use it? Choose either S&P 500 index or TAIEX. Input "End Date" and "Data Length." Submit your query. After few seconds of clouding computing, a drop-down manu shows up for various volatility estimations.
如何使用：點選“線上波動率估計”，設定好現貨指數與資料區間後，按 “Submit"，然後在指數圖形右上角的下拉式點單中，進行不同波動率模式下的估計。



Lecture slides and some other supplement materials will be continuously updated.

勘誤表(Erratum) （updated on July 4, 2012）

  • Part I: 數理金融 （Mathematical Finance）

    第一章 連續時間財務: BLACK-SCHOLES 定價理論 (Chapter 1: Continuous-Time Finance: Black-Scholes Pricing Theory)
  • Brownian Motion. Stochastic Calculus.
  • Black-Scholes Pricing Theory

    第二章 利率與信用衍生性金融商品 (Chapter 2: Derivative Products of Interest Rate and Credit Risk)
    利率與信用衍生性商品

  • Part II: 計算金融 （Computational Finance）


    第三章 數值方法與蒙地卡羅模擬 (Chapter 3: Numerical Methods and Monte Carlo Simulation)
  • Deterministic Methods (numerical pde, Fourier transform)
  • Stochastic Methods (Monte Carlo simulation)

    第四章 變異數縮減法 (Chapter 4: Variance Reduction Methods)
  • 變異數縮減法

  • Part III: Financial Statistics and Empirical Studies （金融統計與實證研究）

    第五章 波動率估計 (Chapter 5: Volatility Estimation)
  • 波動率資訊平台 (Volatility Information Platform, VIP. Beta Version) - 線上估計波動率 (online estimation of volatilities including historical vol, EWMA model, instantaneous vol and VIX.)

    第六章 實證研究 (Chapter 6: Empirical Studies)
  • short slides (for chaps 5 & 6)

    附錄 A 機率理論回顧 (Appendix A: Review of Probability Theory)
  • here

    附錄 B 隨機過程回顧與離散模型 (Appendix B: Review of Stochastic Processes and Discrete-Time Model)
  • here

    Your feedback is welcome. Send it to chhan@mx.nthu.edu.tw