Derivatives markets.
Mcdonald, Robert L
Derivatives markets. - 2 nd Ed., - Harlow Addison Wesley 2006 - xxix +964 pages : illustrations 24cm ; Hard
$148.00
Ch. 1. Introduction to derivatives --
Ch. 2. An introduction to forwards and options --
Ch. 3. Insurance, collars, and other strategies --
Ch. 4. Introduction to risk management --
Ch. 5. Financial forwards and futures --
Ch. 6. Commodity forwards and futures --
Ch. 7. Interest rate forwards and futures --
Ch. 8. Swaps --
Ch. 9. Parity and other option relationships --
Ch. 10. Binomial option pricing : I --
Ch. 11. Binomial option pricing : II --
Ch. 12. The Black-Scholes formula --
Ch. 13. Market-making and delta-hedging --
Ch. 14. Exotic options : I --
Ch. 15. Financial engineering and security design --
Ch. 16. Corporate applications --
Ch. 17. Real options --
Ch. 18. The lognormal distribution --
Ch. 19. Monte Carlo valuation --
Ch. 20. Brownian motion and Ito's Lemma --
Ch. 21. The Black-Scholes equation --
Ch. 22. Exotic options : II --
Ch. 23. Volatility --
Ch. 24. Interest rate models.
Ch. 25. Value at Risk
Ch. 26. Credit Risk
"Derivatives Markets presents a comprehensive and in-depth treatment of futures, options, and other derivatives in a mathematically accessible and intuitive manner. It is both a clear introduction for the novice and a life-long reference for the practitioner."
0-321-28030-X
Derivatives
Derivative securities--Marketing
Derivative securities--Mathematical models
Derivatives markets. - 2 nd Ed., - Harlow Addison Wesley 2006 - xxix +964 pages : illustrations 24cm ; Hard
$148.00
Ch. 1. Introduction to derivatives --
Ch. 2. An introduction to forwards and options --
Ch. 3. Insurance, collars, and other strategies --
Ch. 4. Introduction to risk management --
Ch. 5. Financial forwards and futures --
Ch. 6. Commodity forwards and futures --
Ch. 7. Interest rate forwards and futures --
Ch. 8. Swaps --
Ch. 9. Parity and other option relationships --
Ch. 10. Binomial option pricing : I --
Ch. 11. Binomial option pricing : II --
Ch. 12. The Black-Scholes formula --
Ch. 13. Market-making and delta-hedging --
Ch. 14. Exotic options : I --
Ch. 15. Financial engineering and security design --
Ch. 16. Corporate applications --
Ch. 17. Real options --
Ch. 18. The lognormal distribution --
Ch. 19. Monte Carlo valuation --
Ch. 20. Brownian motion and Ito's Lemma --
Ch. 21. The Black-Scholes equation --
Ch. 22. Exotic options : II --
Ch. 23. Volatility --
Ch. 24. Interest rate models.
Ch. 25. Value at Risk
Ch. 26. Credit Risk
"Derivatives Markets presents a comprehensive and in-depth treatment of futures, options, and other derivatives in a mathematically accessible and intuitive manner. It is both a clear introduction for the novice and a life-long reference for the practitioner."
0-321-28030-X
Derivatives
Derivative securities--Marketing
Derivative securities--Mathematical models