Table of Contents
Chapter 1 Introduction to Derivatives
Part I Insurance, Hedging, and Simple Strategies
Chapter 2 An Introduction to Forwards and Options
Chapter 3 Insurance, Collars, and Other Strategies
Chapter 4 Introduction to Risk Management
Part II Forwards, Futures, and Swaps
Chapter 5 Financial Forwards and Futures
Chapter 6 Commodity Forwards and Futures
Chapter 7 Interest Rates Forwards and Futures
Chapter 8 Swaps
Part III Options
Chapter 9 Parity and Other Option Relationships
Chapter 10 Binomial Option Pricing: I
Chapter 11 Binomial Option Pricing: II
Chapter 12 The Black-Scholes Formula
Chapter 13 Market-Making and Delta-Hedging
Chapter 14 Exotic Options: I
Part IV Financial Engineering and Applications
Chapter 15 Financial Engineering and Security Design
Chapter 16 Corporate Applications
Chapter 17 Real Options
Part V Advanced Pricing Theory
Chapter 18 The Lognormal Distribution
Chapter 19 Monte Carlo Valuation
Chapter 20 Brownian Motion and Ito’s Lemma
Chapter 21 The Black-Scholes Equation
Chapter 22 Exotic Options: II
Chapter 23 Interest Rate Models
Chapter 24 Risk Assessment
Chapter 25 Credit Risk
Chapter 26 Volatility
Enhance your learning experience with text-specific study materials.
Solutions Manual for Even Numbered Problems, 2nd Edition
ISBN-13: 978-0-321-28647-5
$46.67 | Add to Cart
These online resources are available at no cost.
Companion Website for Derivative Markets, 2nd Edition
Purchase Info
ISBN-10: 0-321-28030-X
ISBN-13: 978-0-321-28030-5
Format: Cloth
This title is currently unavailable on myPearsonStore.
We recommend Derivatives Markets, 3rd Edition as a replacement.
