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Options, Futures, and Other Derivatives, Global Edition
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Table of Contents

  • 1. Introduction
  • 2. Mechanics of Futures Markets
  • 3. Hedging Strategies Using Futures
  • 4. Interest Rates
  • 5. Determination of Forward and Futures Prices
  • 6. Interest Rate Futures
  • 7. Swaps
  • 8. Securitization and the Credit Crisis of 2007
  • 9. OIS Discounting, Credit Issues, and Funding Costs
  • 10. Mechanics of Options Markets
  • 11. Properties of Stock Options
  • 12. Trading Strategies Involving Options
  • 13. Binomial Trees
  • 14. Wiener Processes and Ito's Lemma
  • 15. The Black-Scholes-Merton Model
  • 16. Employee Stock Options
  • 17. Options on Stock Indices and Currencies
  • 18. Options on Futures
  • 19. Greek Letters
  • 20. Volatility Smiles
  • 21. Basic Numerical Procedures
  • 22. Value at Risk
  • 23. Estimating Volatilities and Correlations for Risk Management
  • 24. Credit Risk
  • 25. Credit Derivatives
  • 26. Exotic Options
  • 27. More on Models and Numerical Procedures
  • 28. Martingales and Measures
  • 29. Interest Rate Derivatives: The Standard Market Models
  • 30. Convexity, Timing and Quanto Adjustments
  • 31. Interest Rate Derivatives: Models of the Short Rate
  • 32. HJM, LMM, and Multiple Zero Curves
  • 33. Swaps Revisited
  • 34. Energy and Commodity Derivatives
  • 35. Real Options
  • 36. 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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