Options, futures, and other derivatives
For graduate courses in business, economics, financial mathematics, and financial engineering; for advanced undergraduate courses with students who have good quantitative skills; and for practitioners involved in derivatives markets. Practitioners refer to it as “the bible;” in the university and co...
| Autor principal: | |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Harlow :
Pearson
2018.
|
| Edición: | 9th ed. Global ed |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009730139806719 |
Tabla de Contenidos:
- 1. 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. Securitization and the Credit Crisis of 2007
- 9. OIS Discounting, Credit Issues, and Funding Costs
- 10. Mechanics of Options Markets
- 11. Properties of Stock Options
- 12. Trading Strategies Involving Options
- 13. Binomial Trees
- 14. Wiener Processes and Ito’s Lemma
- 15. The Black-Scholes-Merton Model
- 16. Employee Stock Options
- 17. Options on Stock Indices and Currencies
- 18. Options on Futures
- 19. Greek Letters
- 20. Volatility Smiles
- 21. Basic Numerical Procedures
- 22. Value at Risk
- 23. Estimating Volatilities and Correlations for Risk Management
- 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. Interest Rate Derivatives: Models of the Short Rate
- 32. HJM, LMM, and Multiple Zero Curves
- 33. Swaps Revisited
- 34. Energy and Commodity Derivatives
- 35. Real Options
- 36. Derivatives Mishaps and What We Can Learn from Them
- Glossary of Terms
- DerivaGem Software
- Major Exchanges Trading Futures and Options
- Tables for N(x)
- Author index
- Subject index.
