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Options, Futures, and Other Derivatives with Derivagem CD

Options, Futures, and Other Derivatives with Derivagem CD

          
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About the Book

For undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management. Designed to bridge the gap between theory and practice, this highly successful book is regarded as the standard reference on trading floors and in academic classrooms throughout the world.

Table of Contents:
Introduction Chapter 1: Mechanics of Futures Markets Chapter 2: Hedging Strategies Using Futures Chapter 3: Interest Rates Chapter 4: Determination of Forward and Futures Prices Chapter 5: Interest Rate Futures Chapter 6: Swaps Chapter 7: Mechanics of Options Markets Chapter 8: Properties of Stock Options Chapter 9: Trading Strategies Involving Options Chapter 10: Binomial Trees Chapter 11: Wiener Processes and Ito’s Lemma Chapter 12: The Black-Scholes-Merton Model Chapter 13: Employee Stock Options Chapter 14: Options on Stock Indices and Currencies Chapter 15: Options on Futures Chapter 16: Greek Letters Chapter 17: Volatility Smiles Chapter 18: Basic Numerical Procedures Chapter 19: Value at Risk Chapter 20: Estimating Volatilities and Correlations for Risk Management Chapter 21: Credit Risk Chapter 22: Credit Derivatives Chapter 23: Exotic Options Chapter 24: Insurance, Weather, and Energy Derivatives Chapter 25: More on Models and Numerical Procedures Chapter 26: Martingales and Measures Chapter 27: Interest Rate Derivatives: The Standard Market Models Chapter 28: Convexity, Timing and Quanto Adjustments Chapter 29: Interest Rate Derivatives: Models of the Short Rate Chapter 30: Interest Rate Derivatives: HJM and LMM Chapter 31: Swaps Revisited Chapter 32: Real Options Chapter 33: Derivatives Mishaps and What We Can Learn from Them Glossary of Terms DerivaGem Software Major Exchanges Trading Futures and Options Table for N(x) when x= 0 Table for N(x) when x=0 Author index Subject index


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Product Details
  • ISBN-13: 9780135045329
  • Publisher: Pearson Education (US)
  • Publisher Imprint: Prentice Hall
  • Language: English
  • ISBN-10: 0135045320
  • Publisher Date: 28 Jun 2008
  • Binding: SA
  • No of Pages: 744


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