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| Preface | |
| Introduction | |
| Mechanics of Futures Markets | |
| Hedging Strategies Using Futures | |
| Interest Rates | |
| Determination of Forward and Futures Prices | |
| Interest Rate Futures | |
| Swaps | |
| Mechanics of Options Markets | |
| Properties of Stock Options | |
| Trading Strategies Involving Options | ... MORE |
| Binomial Trees | |
| Wiener Processes and Ita's lemma | |
| The Black-Scholes-Merton Model | |
| Options on Stock Indices, Currencies, and Futures | |
| The Greek Letters | |
| Volatility Smiles | |
| Basic Numerical Procedures | |
| Value at Risk | |
| Estimating Volatilities and Correlations | |
| Credit Risk | |
| Credit Derivatives | |
| Exotic Options | |
| Weather, Energy, and Insurance Derivatives | |
| More on Models and Numerical Procedures | |
| Martingales and Measures | |
| Interest Rate Derivatives: The Standard Market Models | |
| Convexity, Timing, and Quanto Adjustments | |
| Interest Tate Derivatives: Models of the Short Rate | |
| Interest Rate Derivatives: HJM and LMM | |
| Swaps Revisited | |
| Real Options | |
| Derivatives Mishaps and What We Can Learn from Them Glossary of terms DerivaGem software Major exchanges trading futures and options Tables for N(x) | |
| Author index | |
| Subject index | |
| Table of Contents provided by Publisher. All Rights Reserved. |