9780201729603

Derivatives Markets

by
  • ISBN13:

    9780201729603

  • ISBN10:

    0201729601

  • Edition: CD
  • Format: Package
  • Copyright: 1/1/2003
  • Publisher: Addison Wesley
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List Price: $140.00

Summary

The intuitive approach of Introduction to Econometrics uses interesting applications to motivate theory and theory to match the applications. Students come away with a thorough understanding of econometrics and of the relationships on which people, businesses, and governments base their decisions. Theory is closely matched to the applications--illuminating the vitality and relevance of econometrics, and the choice of topics--including an introduction to program evaluation; panel data methods; instrumental variables regression; and regression with time series data--reflects the best of contemporary applied econometrics. This text is designed for the Introductory Econometrics course. The goal of Introduction to Econometrics is to provide the most modern treatment of econometrics available, using theory and applications that match real-world theory and data.

Table of Contents

Introduction to Derivatives
Insurance, Hedging, And Simple Strategies
An Introduction to Forwards and Options
Insurance, Collars, and Other Strategies
Introduction to Risk Management
Forwards, Futures, And Swaps
Financial Forwards and Futures
Commodity Forwards and Futures
Interest Rates Forwards and Futures
Swaps
Options
Parity and Other Option Relationships
Binomial Option Pricing: I
Binomial Option Pricing: II
The Black-Scholes Formula
Market-Making and Delta-Hedging
Exotic Options: I
Financial Engineering And Applications
Financial Engineering and Security Design
Corporate Applications
Real Options
Advanced Pricing Theory
The Lognormal Distribution
Monte Carlo Valuation
Brownian Motion and Ito's Lemma
The Black-Scholes Equation
Exotic Options: II
Volatility
Interest Rate Models
Value at Risk
Credit Risk
Appendixes
The Greek Alphabet
Continuous Compounding
Jensen's Inequality
An Introduction to VBA
Option Functions Available in Excel
Table of Contents provided by Publisher. All Rights Reserved.

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