ISBN 13 : 978-0-13-601586-4

Contents : Contents
Chapitre 1 : Introduction

Chapter 2: Mechanics of Futures Markets

Chapter 3 : Hedging Strategies Using Futures

Chapter 4: Interest Rates

Chapter 5 : Determination of Forward and Futures Prices

Chapter 6: Interest Rate Futures

Chapter 7: Swaps

Chapter 8: Mechanics of Options Markets

Chapter 9: Properties of Stock Options

Chapter 10 : Trading Strategies Involving Options

Chapter 11: Binomial Trees

Chapter 12 : Wiener Processes and Ito's Lemma

Chapter 13 : The Black-Scholes-Merton Model

Chapter 14 : Employee Stock Options

Chapter 15 : Options on Stock Indices and Currencies

Chapter 16 : Options on Futures

Chapter 17 : Greek Letters

Chapter 18 : Volatility Smiles

Chapter 19 : Basic Numerical Procedures

Chapter 20 : Value at Risk

Chapter 21 : Estimating Volatilities and Correlations for Risk Management

Chapter 22 : Credit Risk

Chapter 23 : Credit Derivatives

Chapter 24 : Exotic Options

Chapter 25 : Insurance, Weather, and Energy Derivatives

Chapter 26 : More on Models and Numerical Procedures

Chapter 27 : Martingales and Measures

Chapter 28: Interest Rate Derivatives : The Standard Market Models

Chapter 29 : Convexity, Timing and Quanto Adjustments

Chapter 30 : Interest Rate Derivatives: Models of the Short Rate

Chapter 31 : Interest Rate Derivatives: HJM and LMM

Chapter 32 : Swaps Revisited

Chapter 33 : Real Options

Chapter 34 : Derivatives Mishaps and What We Can Learn from Them

Glossary of Terms

Notes : Réserve - Ask a librarian

Language : English

Print : 7ème

Place of publishing : CAMBRIDGE

Figure(s) : Graphique(s)

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque