| Description |
xxii, 733 p. : col. ill. ; 28 cm. ; pbk + 1 CD ROM. |
| Note(s) |
CW018 |
| Bibliog. |
Includes bibliographical references and index. |
| Contents |
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. Mechanics of Options Markets. -- 9. Properties of Stock Options. -- 10. Trading Strategies Involving Options. -- 11. Binomial Trees. -- 12. Wiener Processes and Itos Lemma. -- 13. The Black-Scholes-Merton Model. -- 14. Options on Stock Indices, Currencies, and Futures. -- 15. Greek Letters. -- 16. Volatility Smiles. -- 17. Basic Numerical Procedures. -- 18. Value at Risk. -- 19. Estimating Volatilities and Correlations for Risk Management. -- 20. Credit Risk. -- 21. Credit Derivatives. -- 22. Exotic Options. -- 23. Insurance, Weather, and Energy Derivatives. -- 24. More on Models and Numerical Procedures. -- 25. Martingales and Measures. -- 26. Interest Rate Derivatives: The Standard Market Models. -- 27. Convexity, Timing, and Quanto Adjustments. -- 28. Interest Rate Derivatives: Models of the Short Rate. -- 29. Interest Rate Derivatives: HJM and LMM. -- 30. Swaps Revisited. -- 31. Real Options. -- 32. Derivatives Mishaps and What We Can Learn from Them. |
| Local Note / Price |
72.20 |
| Subject(s) |
Stock Market
|
|
Stocks
|
|
Bonds
|
|
Investments
|
| ISBN |
0131977059 |
|
9780131977051 |
|
