000			01371nam a2200169Ia 4500
020			_a0-538-84255-5
082			_a332.645 JAR
100			_aJarrow R; Turnbull S
245			_aDerivative securities
260			_c1996 _bSouth Western College Publishing _aOhio
300			_axxi,686 p. _b24 cm ; Hard Bound
500			_a1521.89
505			_a1. Introduction to derivative Securities 2. Simple arbitrage relationships for forward and futures 3. Simple arbitrage relationships for options 4. Asset price dynamics 5. The binomial pricing Model 6. Martingale pricing 7. American options 8. The Black Scholes Model 9. Extensions to the Black Scholes Model 10. Replication and risk exposure with Model Misspecification 11. Foreign Currency 12. Stock incicies and Commodities 13. Interest Rate Contracts 14. SWAPS 15. Interest Rate Derivatives 16. Pricing treasury bills, Treasury bonds, Treasury futures, and hedging with model misspecification 17. Pricing Interest Rate Options and Hedging with Model Misspecification 18. Credit Risk 19. Non- Standard ( Exotic) options 20. Non – Standard (Exotic) options : Path Dependent
520			_aThis text offers advanced undergraduates, MBA students and executives the theory and practical tools needed to price and hedge derivatives in the professional marketplace
650			_aDerivative securities _aAccounting
942			_cBK
999			_c79920 _d79920