Derivatives Markets, 2nd Edition
ISBN-10: 0-321-28030-X
ISBN-13: 978-0-321-28030-5
Published by Prentice Hall
© 2006
Pub. Date: Dec 15, 2005
Format: Cloth
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Companion WebSite, 2nd Edition
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
This textbook is also sold in the various packages listed below. Before purchasing one of these packages, speak with your professor about which one will help you be successful in your course.
Package ISBN-13: 9780135106907
$349.20 | Add to Cart
This package contains:
- Derivatives Markets, 2nd Edition
Robert L. McDonald | ©2006 | Cloth; 912 pages - Options, Futures, and Other Derivatives with Derivagem CD, 7th Edition
JOHN C HULL | ©2009 | Cloth Bound w/CD-ROM; 848 pages
Package ISBN-13: 9780321436054
$200.67 | Add to Cart
This package contains:
- Derivatives Markets, 2nd Edition
Robert L. McDonald | ©2006 | Cloth; 912 pages - Solutions Manual for Even Numbered Problems, 2nd Edition
Robert L. McDonald | ©2006 | Paper; 178 pages
Package ISBN-13: 9780321422781
$194.00 | Add to Cart
This package contains:
- Derivatives Markets, 2nd Edition
Robert L. McDonald | ©2006 | Cloth; 912 pages - Risk Takers: Uses and Abuses of Financial Derivatives
John Marthinsen | ©2005 | Paper; 270 pages
