9780135045329

Options, Futures, and Other Derivatives with Derivagem CD

by
  • ISBN13:

    9780135045329

  • ISBN10:

    0135045320

  • Edition: 7th
  • Format: Package
  • Copyright: 1/1/2009
  • Publisher: Prentice Hall
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List Price: $189.00

Summary

KEY BENEFIT: Updated and revised to reflect the most current information, this introduction to futures and options markets is ideal for those with a limited background in mathematics. KEY TOPICS: The books covers both derivatives markets and risk management, including credit risk and credit derivatives; forward, futures, and swaps; insurance, weather, and energy derivatives; and more. MARKET: For options traders, options analysts, risk managers, swaps traders, financial engineers, and corporate treasurers.3 4

Table of Contents

Introduction
Mechanics of Futures Markets
Hedging Strategies Using Futures
Interest Rates
Determination of Forward and Futures Prices
Interest Rate Futures
Swaps
Mechanics of Options Markets
Properties of Stock Options
Trading Strategies Involving Options
Binomial Trees
Wiener Processes and Itorsquo;s Lemma
The Black-Scholes-Merton Model
Employee Stock Options
Options on Stock Indices and Currencies
Options on Futures
Greek Letters
Volatility Smiles
Basic Numerical Procedures
Value at Risk
Estimating Volatilities and Correlations for Risk Management
Credit Risk
Credit Derivatives
Exotic Options
Insurance, Weather, and Energy Derivatives
More on Models and Numerical Procedures
Martingales and Measures
Interest Rate Derivatives: The Standard Market Models
Convexity, Timing and Quanto Adjustments
Interest Rate Derivatives: Models of the Short Rate
Interest Rate Derivatives: HJM and LMM
Swaps Revisited
Real Options
Derivatives Mishaps and What We Can Learn from Them
Glossary of Terms DerivaGem Software Major Exchanges Trading
Futures and Options
Table for N(x) when x≤ 0
Table for N(x) when x≥0
Author index
Subject index
Table of Contents provided by Publisher. All Rights Reserved.

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