Derivatives markets.

By:

Mcdonald, Robert L

Material type: Text

TextPublication details: 2006 Addison Wesley HarlowEdition: 2 nd EdDescription: xxix +964 pages : illustrations 24cm ; HardISBN:

0-321-28030-X

Subject(s):

Derivatives Derivative securities--Marketing Derivative securities--Mathematical models

Contents:

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

Summary: "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."

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	GSB Collection	332.645 McD (Browse shelf(Opens below))	Available		31711

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Previous	332.645 LIP Mathematical methods for foreign exchange: a financial engineer's approach	332.645 LON Modelling derivatives in C + +	332.645 MAL Extreme financial risks: from dependence to risk management	332.645 McD Derivatives markets.	332.645 MOO Real options and options-embedded securities	332.645 MUS Martingale methods in financial modelling: theory and applications	332.645 OCO Business of options: time-tested principles and practices	Next

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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."

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