Introduction | |
Mechanics of Futures and Forward Markets | |
Determination of Forward and Futures Prices | |
Hedging Strategies Using Futures | |
Interest-Rate Markets | |
Swaps | |
Mechanics of Options Markets | |
Properties of Stock Options | |
Trading Strategies Involving Options | |
Introduction to Binomial Trees | |
Valuing Stock Options: The Black-Scholes Model | |
Options on Stock Indices and Currencies | |
Futures Options | |
Volatility Smiles | |
The Greek Letters | |
Value at Risk | |
Valuation Using Binomial Trees | |
Interest Rate Options | |
Exotic Options and Other Non-Standard Products | |
Credit, Weather, Energy, and Insurance Derivatives | |
Derivatives Mishaps and What We Can Learn from Them | |
Answers to Quiz Questions | |
Glossary of Terms | |
DerivaGem Software | |
Major Exchanges Trading Futures and Options | |
Table for N(x) when x hellip;acirc;0 | |
Table for N(x) when x hellip;ocirc;0 | |
Index | |
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