Options, Futures, and Other Derivatives, Global Edition
Pearson Education Limited (Verlag)
978-1-292-21289-0 (ISBN)
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Available with a new version of DerivaGem software-including two Excel applications, the Options Calculator and the Applications Builder * Bridges the gap between theory and practice-a best-selling college text, and considered "the bible" by practitioners, it provides the latest information in the industry * Provides the right balance of mathematical sophistication-careful attention to mathematics and notation Offers outstanding ancillaries to round out the high quality of the teaching and learning package
List of Business Snapshots
List of Technical Notes
1. Introduction
2. Futures markets and centralcounterparties
3. Hedging strategies usingfutures
4. Interest rates
5. Determination of forward andfutures prices
6. Interest rate futures
7. Swaps
8. Securitization and the creditcrisis of 2007
9. XVAs
10. Mechanics of options markets
11. Properties of stock options
12. Trading strategies involvingoptions
13. Binomial trees
14. Wiener processes and Itô’slemma
15. The Black—Scholes—Merton model
16. Employee stock options
17. Options on stock indices andcurrencies
18. Futures options and Black’smodel
19. The Greek letters
20. Volatility smiles
21. Basic numerical procedures
22. Value at risk and expectedshortfall
23. Estimating volatilities andcorrelations
24. Credit risk
25. Credit derivatives
26. Exotic options
27. More on models and numericalprocedures
28. Martingales and measures
29. Interest rate derivatives: Thestandard market models
30. Convexity, timing, and quantoadjustments
31. Equilibrium models of theshort rate
32. No-arbitrage models of theshort rate
33. HJM, LMM, and multiple zerocurves
34. Swaps Revisited
35. Energy and commodityderivatives
36. Real options
37. Derivatives mishaps and whatwe can learn from them
Glossary of terms
DerivaGem software
Major exchanges trading futuresand options
Tables for N (x)
Author index
Subject index
Erscheinungsdatum | 29.09.2017 |
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Verlagsort | Harlow |
Sprache | englisch |
Maße | 236 x 325 mm |
Gewicht | 2020 g |
Themenwelt | Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung |
ISBN-10 | 1-292-21289-6 / 1292212896 |
ISBN-13 | 978-1-292-21289-0 / 9781292212890 |
Zustand | Neuware |
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