Introduction | |
Futures and Forwards | |
Futures Markets | |
Pricing Forwards and Futures I: The Basic Theory | |
Pricing Forwards and Futures II | |
Hedging with Futures & Forwards | |
Interest-Rate Forwards & Futures | |
Equity Derivatives | |
Options Markets | |
Options: Payoffs & Trading Strategies | |
No-Arbitrage Restrictions on Option Prices | |
Early Exercise and Put-Call Parity | |
Option Pricing: An Introduction | |
Binomial Option Pricing | |
Implementing the Binomial Model | |
The Black-Scholes Model | |
The Mathematics of Black-Scholes | |
Options Modeling: Beyond Black-Scholes | |
Sensitivity Analysis: The Option “Greeks” | |
Exotic Options I: Path-Independent Options | |
Exotic Options II: Path-Dependent Options | |
Value-at-Risk | |
Convertible Bonds | |
Real Options | |
Swaps | |
Interest-Rate Swaps and Floating Rate Products | |
Equity Swaps | |
Currency Swaps | |
Interest Rate Modeling | |
The Term Structure of Interest Rates: Concepts | |
Estimating the Yield Curve | |
Modeling Term Structure Movements | |
Factor Models of the Term Structure | |
The Heath-Jarrow-Morton and Libor Market Models | |
Credit Derivative Products | |
Credit Derivative Products | |
Structural Models of Default Risk | |
Reduced Form Models of Default Risk | |
Modeling Correlated Default | |
Computation | |
Derivative Pricing with Finite Differencing | |
Derivative Pricing with Monte Carol Simulation | |
Using Octave | |
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