简介
The publisher, Prentice Hall Business Publishing
Widely-adopted for its comprehensive coverage, exceptionally clear explanations of difficult material, and avoidance of nonessential math, this text bridges the gap between the theory and practice of derivatives, and helps students develop a solid working knowledge of how derivatives can be analyzed. It deals with a wide range of derivative products and provides complete coverage of key analytical material. --This text refers to an out of print or unavailable edition of this title.
目录
Preface
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
Options on Stock Indices, Currencies, and 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
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
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
Options on Stock Indices, Currencies, and 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
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
- 名称
- 类型
- 大小
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