# Derivatives Markets, CourseSmart eTextbook, 3rd Edition

Published Date: Nov 12, 2012

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## Description

To be financially literate in today’s market, business students must have a solid understanding of derivatives concepts and instruments and the uses of those instruments in corporations.¿ The Third Edition has an accessible mathematical presentation, and more importantly, helps students gain intuition by linking theories¿and concepts together with an engaging narrative that emphasizes the core economic principles underlying the pricing and uses of derivatives.

Preface
Chapter 1    Introduction to Derivatives
PART ONE   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 TWO   FORWARDS, FUTURES, AND SWAPS
Chapter 5    Financial Forwards and Futures
Chapter 6    Commodity Forwards and Futures
Chapter 7    Interest Rate Forwards and Futures
Chapter 8    Swaps
PART THREE   OPTIONS
Chapter 9    Parity and Other Option Relationships
Chapter 10   Binomial Option Pricing: Basic Concepts
Chapter 11   Binomial Option Pricing: Selected Topics
Chapter 12   The Black-Scholes Formula
Chapter 13   Market-Making and Delta-Hedging
Chapter 14   Exotic Options: I
PART FOUR   FINANCIAL ENGINEERING AND APPLICATIONS
Chapter 15   Financial Engineering and Security Design
Chapter 16   Corporate Applications
Chapter 17   Real Options
PART FIVE   ADVANCED PRICING THEORY AND APPLICATIONS
Chapter 18   The Lognormal Distribution
Chapter 19   Monte Carlo Valuation
Chapter 20   Brownian Motion and Ito's Lemma
Chapter 21   The Black-Scholes-Merton Equation
Chapter 22   Risk-Neutral and Martingale Pricing
Chapter 23   Exotic Options: II
Chapter 24   Volatility
Chapter 25   Interest Rate and Bond Derivatives
Chapter 26   Value at Risk
Chapter 27   Credit Risk

Appendixes
App. A     The Greek Alphabet
App. B     Continuous Compounding
App. C     Jensen's Inequality
App. D     An Introduction to Visual Basic for Applications
Glossary
References
Index

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Derivatives Markets, CourseSmart eTextbook, 3rd Edition
Format: Safari Book

\$103.99 | ISBN-13: 978-0-13-611809-1