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| Preface To The New Edition | |
| Preface To The First Edition | |
| Derivatives And Their Markets. | |
| The Structure Of Derivative Markets | |
| A Brief History Of Derivatives | |
| Why Derivatives? | |
| Forward Contracts And Futures Contracts | |
| Options | |
| Swaps | |
| Types Of Risks | |
| The Basic Instruments. | |
| Interest Rate Derivatives: FRAs And Options | |
| Interest Rate Derivatives: Swaps | |
| Currency Swaps | |
| Structured Notes | |
| Securitized Instruments | |
| Equity Swaps | |
| Equity-Linked Debt | |
| Commodity Swaps | |
| American Versus European Options | |
| Swaptions | |
| Credit Derivatives | |
| Volatility Derivatives | |
| Weather And Environmental Derivatives | |
| Derivative Pricing. | |
| Forward And Futures Pricing | |
| Put-Call Parity For European Options On Assets | |
| Put-Call Parity For American Options On Assets | |
| Call Options As Insurance And Margin | |
| A Nontechnical Introduction To Brownian Motion | |
| Building A Model Of Brownian Motion In The Stock Market | |
| Option Pricing: The Black-Scholes-Merton Model | |
| Option Pricing: The Binomial Model | |
| Option Pricing: Numerical Methods | |
| Dynamic Option Replication | |
| Risk-Neutral Pricing Of Derivatives: I | |
| Risk-Neutral Pricing Of Derivatives: II | |
| It's All Greek To Me | |
| Implied Volatility | |
| American Call Option Pricing | |
| American Put Option Pricing | |
| Swap Pricing | |
| Section FourDerivative Strategies. | |
| Asset Allocation With Derivatives | |
| Protective Puts And Portfolio Insurance | |
| Misconceptions About Covered Call Writing | |
| Hedge Funds And Other Privately Managed Accounts | |
| Spreads, Collars, And Prepaid Forwards | |
| Box Spreads | |
| Exotic Instruments. | |
| Barrier Options | |
| Straddles And Chooser Options | |
| Compound And Installment Options | |
| Digital Options | |
| Geographic Options | |
| Multi-Asset Options | |
| Range Forwards And Break Forwards | |
| Lookback Options | |
| Deferred Start And Contingent Premium Options | |
| Fixed Income Securities And Derivatives. | |
| Duration | |
| Limitations Of Duration And The Concept Of Convexity | |
| The Term Structure Of Interest Rates | |
| Theories Of The Term Structure: I | |
| Theories Of The Term Structure: II | |
| Simple Models Of The Term Structure: Vasicek And Cox-Ingersoll-Ross | |
| No-Arbitrage Models Of The Term Structure: Ho-Lee And Heath-Jarrow-Morton | |
| Tree Pricing Of Bond And Interest Rate Derivatives: I | |
| Tree Pricing Of Bonds And Interest Rate Derivatives: II | |
| Tree Pricing Of Bonds And Interest Rate Derivatives: III | |
| Tree Pricing Of Bonds And Interest Rate Derivatives: IV | |
| Tree Pricing Of Bonds And Interest Rate Derivatives: V | |
| Other Topics And Issues. | |
| Stock Options | |
| Value At Risk | |
| Stock As An Option | |
| The Credit Risk Of Derivatives | |
| Operational Risk | |
| Risk Management In An Organization | |
| Accounting And Disclosure Of Derivatives | |
| Worst Practices In Derivatives | |
| Best Practices In Derivatives | |
| Recommended Reading | |
| Answers To End-Of-Essay Questions | |
| Table of Contents provided by Publisher. All Rights Reserved. |
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