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Publisher: Prentice Hall
ISBN10: 0130465925 ISBN13: 9780130465924 DDC: 332.63/2 Edition: (International ed.)

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

  • Dewey Decimal: 332.63/2

Book Details

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

Subjects

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