10  Where the Book Goes Next

This is a living table of contents. Future revisions may add shorter chapters as new questions become useful rather than forcing every subject into a preplanned sequence.

10.1 Candidate chapters

1. Bond mathematics, term structure, duration, and Treasury ladders.
2. Multi-factor asset-pricing models and practical index construction.
3. Coherent downside risk measures, scenario optimization, and CVaR.
4. Dynamic allocation, turnover controls, and path-dependent objectives.
5. Monte Carlo scenario trees and rare-event probabilities.
6. LEAPS, collars, diagonals, and more complex multi-leg option positions.
7. Settlement, liquidity, taxes, and regulatory context.
8. Portfolio construction in R, with reproducible research files.

10.2 Editorial approach

Every future topic should answer: What problem motivated this model? Then explain the minimum mathematical structure, one numerical example, a common misuse, and a connection to the previous chapter.

Readers may enter at any chapter; cross-links will be added as the manuscript matures.

Note

Living chapter. This is an initial working treatment. Derivations, examples, and references will be expanded in future editions.