Options, futures, and other derivatives
This title is a Pearson Global Edition. The Editorial team at Pearson has worked closely with educators around the world to include content which is especially relevant to students outside the United States. For courses in business, economics, and financial engineering and mathematics. The definitiv...
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| Format: | eBook |
| Language: | Inglés |
| Published: |
Harlow :
Pearson
2022.
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| Edition: | 11th global ed |
| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009667238106719 |
Table of Contents:
- 1. Introduction
- 2. Futures markets and central counterparties
- 3. Hedging strategies using futures
- 4. Interest rates
- 5. Determination of forward and futures prices
- 6. Interest rate futures
- 7. Swaps
- 8. Securitization and the financial crisis of 2007-8
- 9. XVAs
- 10. Mechanics of options markets
- 11. Properties of stock options
- 12. Trading strategies involving options
- 13. Binomial trees
- 14. Wiener processes and Itô’s lemma
- 15. The Black-Scholes-Merton model
- 16. Employee stock options
- 17. Options on stock indices and currencies
- 18. Futures options and Black’s model
- 19. The Greek letters
- 20. Volatility smiles and Volatility Surfaces
- 21. Basic numerical procedures
- 22. Value at risk and expected shortfall
- 23. Estimating volatilities and correlations
- 24. Credit risk
- 25. Credit derivatives
- 26. Exotic options
- 27. More on models and numerical procedures
- 28. Martingales and measures
- 29. Interest rate derivatives: The standard market models
- 30. Convexity, timing, and quanto adjustments
- 31. Equilibrium models of the short rate
- 32. No-arbitrage models of the short rate
- 33. Modeling Forward Rates
- 34. Swaps Revisited
- 35. Energy and commodity derivatives
- 36. Real options
- 37. Derivatives mishaps and what we can learn from them.
