| Description |
xxix, 964 pages : illustrations ; 24 cm + 1 CD-ROM (4 3/4 in.) |
| Series |
The Addison-Wesley series in finance |
|
Addison-Wesley series in finance.
|
| Contents |
Ch. 1. Introduction to derivatives -- Ch. 2. An introduction to forwards and options -- Ch. 3. Insurance, collars, and other strategies -- Ch. 4. Introduction to risk management -- Ch. 5. Financial forwards and futures -- Ch. 6. Commodity forwards and futures -- Ch. 7. Interest rate forwards and futures -- Ch. 8. Swaps -- Ch. 9. Parity and other option relationships -- Ch. 10. Binomial option pricing : I -- Ch. 11. Binomial option pricing : II -- Ch. 12. The Black-Scholes formula -- Ch. 13. Market-making and delta-hedging -- Ch. 14. Exotic options : I -- Ch. 15. Financial engineering and security design -- Ch. 16. Corporate applications -- Ch. 17. Real options -- Ch. 18. The lognormal distribution -- Ch. 19. Monte Carlo valuation -- Ch. 20. Brownian motion and Ito's Lemma -- Ch. 21. The Black-Scholes equation -- Ch. 22. Exotic options : II -- Ch. 23. Volatility -- Ch. 24. Interest rate models -- Ch. 25. Value at risk -- Ch. 26. Credit risk -- App A. The Greek alphabet |
|
App B. Continuous compounding -- App C. Jensen's inequality -- App D. An introduction to visual basic for applications |
| Summary |
"Derivatives Markets presents a comprehensive and in-depth treatment of futures, options, and other derivatives in a mathematically accessible and intuitive manner. It is both a clear introduction for the novice and a life-long reference for the practitioner."--BOOK JACKET |
| Bibliography |
Includes bibliographical references (pages 921-934) and index |
| Subject |
Derivative securities.
|
| LC no. |
2005057218 |
| ISBN |
032128030X |
|
