For graduate and advanced undergraduate courses in Financial Engineering, Risk Management, Options, and Derivatives in departments of Business, Economics, and Mathematics.
Firmly rooted in market practice, t his text focuses on over-the-counter markets for derivatives. Bridging the gap between theory and practice, it helps students develop a working knowledge of options and futures markets as well as value at risk, credit risk, volatility smiles, and the creation of nonstandard options.
Sprache
Verlagsort
Verlagsgruppe
Zielgruppe
Für höhere Schule und Studium
Maße
Höhe: 235 mm
Breite: 152 mm
ISBN-13
978-0-13-020674-9 (9780130206749)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Klassifikation
1. Introduction.
2. Interest Rate Markets.
3. Forward Contracts.
4. Swaps.
5. Futures Contracts.
6. Hedging Using Futures.
7. Stock Options.
8. Using Options as Building Blocks.
9. Introduction to Binomial Trees.
10. Valuing Stock Options.
11. Extension of Results to Value Options on Stock Indices, Currencies, and Futures.
12. The Greek Letters.
13. Valuation Using Binomial Trees.
14. Volatility Smiles.
15. Exotic Options.
16. Valuation of Simple Interest Rate Derivatives.
17. Building Trees to Value More Complex Interest Rate Derivatives.
18. Nonstandard Swaps.
19. Value at Risk.
20. Estimating Volatilities and Correlations.
21. Credit Risk.
DerivaGem Software.
Glossary of Terms.
Table of N(x) when x<<0.
Table of N(x)when x>>0.
