Notes:

Previous ed.: c2000.

Includes bibliographical references and indexes.

1. Introduction -- 2. Mechanics of futures markets -- 3.
Determination of forward and futures prices -- 4. Hedging strategies
using futures -- 5. Interest rate markets -- 6. Swaps -- 7. Mechanics
of options markets -- 8. Properties of stock options -- 9. Trading
strategies involving options -- 10. Introduction to binomial trees --
11. A model of the behavior of stock prices -- 12. The Black-Scholes
model -- 13. Options on stock indices, currencies, and futures -- 14.
The Greek letters -- 15. Volatility smiles -- 16. Value at risk --
17. Estimating volatilities and correlations -- 18. Numerical
procedures -- 19. Exotic options -- 20. More on models and numerical
procedures -- 21. Martingales and measures -- 22. Interest rate
derivatives: the standard market models -- 23. Interest rate
derivatives: models of the short rate -- 24. Interest rate
derivatives: more advanced models -- 25. Swaps revisited -- 26.
Credit risk -- 27. Credit derivatives -- 28. Real options.

29. Insurance, weather, and energy derivatives -- 30. Derivatives
mishaps and what we can learn from them -- DerivaGem software --
Table for N(x) when x [actual symbol not reproducible] 0 -- Table for
N(x) when x [actual symbol not reproducible] 0.

Classification:

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Dewey Class: 332.632 -- Financial economics

Book Details:

Language: eng
Physical Description: xxi, 744 p. : ill. ; 24 cm. + 1 computer optical disc (4 3/4 in.)
Edition Info: (International ed.)

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Subjects:

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•	Derivative securities (306)
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