000			01680nam a2200169Ia 4500
020			_a0-321-28030-X
100			_aMcdonald, Robert L
245			_aDerivatives markets.
250			_a2 nd Ed.,
260			_c2006 _bAddison Wesley _aHarlow
300			_axxix +964 pages : illustrations _b24cm ; Hard
500			_a$148.00
505			_aCh. 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
520			_a"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."
650			_aDerivatives _aDerivative securities--Marketing _aDerivative securities--Mathematical models
942			_cBK
999			_c92085 _d92085