| Description |
pages cm |
| Contents |
Ch. 1. Introduction to Derivatives -- Pt. 1. Insurance, Hedging, and Simple Strategies. Ch. 2. An Introduction to Forwards and Options. Ch. 3. Insurance, Collars, and Other Strategies. Ch. 4. Introduction to Risk Management -- Pt. 2. Forwards, Futures, and Swaps. Ch. 5. Financial Forwards and Futures. Ch. 6. Commodity Forwards and Futures. Ch. 7. Interest Rate Forwards and Futures. Ch. 8. Swaps -- Pt. 3. Options. 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 -- Pt. 4. Financial Engineering and Applications. Ch. 15. Financial Engineering and Security Design. Ch. 16. Corporate Applications. Ch. 17. Real Options -- Pt. 5. Advanced Pricing Theory. 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. Interest Rate Models. Ch. 24. Risk Assessment -- App. A. The Greek Alphabet -- App. B. Continuous Compounding -- App. C. Jensen's Inequality -- App. D. An Introduction to VBA -- App. E. Option Functions Available in Excel |
| Notes |
Includes index |
| Bibliography |
Includes bibliographical references (pages 853-862) and index |
| Subject |
Derivative securities.
|
| LC no. |
2002026085 |
| ISBN |
0201729601 |
|
