\documentclass[a4paper,11pt, twoside]{book}

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%\usepackage{doxygen}
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\newtheorem{definition}{Definition}[section]
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%% start the show...

\begin{document}

\begin{titlepage}

\vspace*{2in}
\par\noindent
\begin{Huge}{Pricing American Options by\newline Simulation with Importance Sampling}\end{Huge}
\par\noindent
\rule{\textwidth}{0.4pt}
\par
\begin{center}
\vspace{1.5in}
{\LARGE Simon J. Pascoe}
{\Large
\par
\vspace{1.5in}
A Thesis submitted for the
Degree of Master of Science in Mathematics
\par
\vspace{0.5in}
Imperial College London
\par
\vspace{0.5in}
June 2006}
\end{center}
\end{titlepage}

\setcounter{page}{1}
\pagenumbering{roman}

\tableofcontents
 \listoftables
  \addcontentsline{toc}{chapter}{List of Tables}
 \listoffigures
  \addcontentsline{toc}{chapter}{List of Figures}

\clearpage

\chapter*{Acknowledgements}

\include{introduction}
\part{Single Factor Options}
\include{pricing}
\include{lsmethod}
\include{isampling}
\part{Extensions to Multifactor Options}
\include{multifactor}
\include{multisampling}
\part{Option Pricing Framework and Further Examples}
\include{framework}
\include{applications}
\part{Conclusions and Summary}
\include{theend}

\part{Reference}
\begin{appendix}
\appendix
\include{app_vs2005}
\include{app_cd}
\include{app_docs}
\end{appendix}

\addcontentsline{toc}{chapter}{Bibliography}

\bibliographystyle{alpha}
\thispagestyle{empty}
\bibliography{bib}

\end{document}