| Description |
xxii, 822 pages : illustrations ; 26 cm + 1 CD-ROM (4 3/4 in.) |
| Series |
The Prentice Hall series in finance |
|
Prentice Hall series in finance |
|
Prentice Hall finance series.
|
| Contents |
Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Binomial trees -- Wiener processes and Ito's Lemma -- The Black-Scholes-Merton model -- Employee stock options -- Options on stock indices and currencies -- Options on futures -- Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk -- Estimating volatilities and correlations for risk management -- Credit risk -- Credit derivatives -- Exotic options -- Insurance, weather, and energy derivatives -- More on models and numerical procedures -- Martingales and measures -- Interest rate derivatives : the standard market models -- Convexity, timing and quanto adjustments -- Interest rate derivatives : models of the short rate -- Interest rate derivatives : HJM and LMM -- Swaps revisited -- Real options -- Derivatives mishaps and what we can learn from them |
| Summary |
Options, Futures, and Other Derivatives (Prentice Hall Series in Finance) |
| Bibliography |
Includes bibliographical references and indexes |
| Subject |
Futures.
|
|
Stock options.
|
|
Derivative securities.
|
| LC no. |
2008010842 |
| ISBN |
9780136015864 cased |
|
0136015867 cased |
|
