Derivatives Markets

Hardcover
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Author: Robert L. Mcdonald

ISBN-10: 032128030X

ISBN-13: 9780321280305

Category: Derivatives

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Chapter 1 Introduction to DerivativesPart I Insurance, Hedging, and Simple StrategiesChapter 2 An Introduction to Forwards and OptionsChapter 3 Insurance, Collars, and Other StrategiesChapter 4 Introduction to Risk ManagementPart II Forwards, Futures, and SwapsChapter 5 Financial Forwards and FuturesChapter 6 Commodity Forwards and FuturesChapter 7 Interest Rates Forwards and FuturesChapter 8 SwapsPart III OptionsChapter 9 Parity and Other Option RelationshipsChapter 10 Binomial Option Pricing: IChapter 11 Binomial Option Pricing: IIChapter 12 The Black-Scholes FormulaChapter 13 Market-Making and Delta-HedgingChapter 14 Exotic Options: IPart IV Financial Engineering and ApplicationsChapter 15 Financial Engineering and Security DesignChapter 16 Corporate ApplicationsChapter 17 Real OptionsPart V Advanced Pricing TheoryChapter 18 The Lognormal DistributionChapter 19 Monte Carlo ValuationChapter 20 Brownian Motion and Ito’s LemmaChapter 21 The Black-Scholes EquationChapter 22 Exotic Options: IIChapter 23 Interest Rate ModelsChapter 24 Risk AssessmentChapter 25 Credit RiskChapter 26 Volatility