Jarrow R; Turnbull S <br/><br/>
Derivative securities 

 - Ohio  South Western College Publishing  1996 
 - xxi,686 p.  24 cm ; Hard Bound 
<br/><br/> 1521.89 
<br/><br/>1.	Introduction to derivative Securities<br/>2.	Simple arbitrage relationships for forward and futures<br/>3.	Simple arbitrage relationships for options<br/>4.	Asset price dynamics<br/>5.	The binomial pricing Model<br/>6.	Martingale pricing<br/>7.	American options<br/>8.	The Black Scholes Model<br/>9.	Extensions to the Black Scholes Model<br/>10.	Replication and risk exposure with Model Misspecification<br/>11.	Foreign Currency<br/>12.	Stock incicies and Commodities<br/>13.	Interest Rate Contracts<br/>14.	SWAPS<br/>15.	Interest Rate Derivatives<br/>16.	Pricing treasury bills, Treasury bonds, Treasury  futures, and hedging with model misspecification<br/>17.	Pricing Interest Rate Options and Hedging with Model Misspecification<br/>18.	Credit Risk<br/>19.	Non- Standard ( Exotic) options<br/>20.	Non – Standard (Exotic) options : Path Dependent 
<br/><br/> This text offers advanced undergraduates, MBA students and executives the theory and practical tools needed to price and hedge derivatives in the professional marketplace 
<br/><br/><label>ISBN: </label>0-538-84255-5 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivative securities<br/>Accounting
<br/><br/><label>Dewey Class. No.: </label>332.645 JAR