Description |
xix, 698 pages : illustrations ; 24 cm + 1 computer disk (3 1/2 in.) |
Contents |
Ch. 1. Introduction -- Ch. 2. Futures Markets and the Use of Futures for Hedging -- Ch. 3. Forward and Futures Prices -- Ch. 4. Interest Rates and Duration -- Ch. 5. Swaps -- Ch. 6. Options Markets -- Ch. 7. Properties of Stock Option Prices -- Ch. 8. Trading Strategies Involving Options -- Ch. 9. Introduction to Binomial Trees -- Ch. 10. Model of the Behavior of Stock Prices -- Ch. 11. The Black-Scholes Model -- Ch. 12. Options on Stock Indices, Currencies, and Futures -- Ch. 13. The Greek Letters -- Ch. 14. Value at Risk -- Ch. 15. Estimating Volatilities and Correlations -- Ch. 16. Numerical Procedures -- Ch. 17. Volatility Smiles and Alternatives to Black-Scholes -- Ch. 18. Exotic Options -- Ch. 19. Extensions of the Theoretical Framework for Pricing Derivatives: Martingales and Measures -- Ch. 20. Interest Rate Derivatives: The Standard Market Models -- Ch. 21. Interest Rate Derivatives: Models of the Short Rate -- Ch. 22. Interest Rate Derivatives: More Advanced Models |
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Ch. 23. Credit Risk -- DerivaGem Software -- Major Exchanges Trading Futures and Options -- Table for N(x) when x [actual symbol not reproducible] 0 -- Table for N(x) when x [actual symbol not reproducible] 0 |
Bibliography |
Includes bibliographical references and index |
Subject |
Futures.
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Stock options.
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Derivative securities.
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LC no. |
99026609 |
ISBN |
0130158224 paperback |
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0130224448 |
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