Derivatives Markets

Name: Derivatives Markets
Author: Robert McDonald

Pearson New International Edition

Paperback Engels 2013 9781292021256

102,94

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Samenvatting

For courses in options, futures, and derivatives.

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.

The third edition has been updated to include new data and examples throughout.

Specificaties

ISBN13:9781292021256

Taal:Engels

Bindwijze:Paperback

Uitgever:Pearson Education

Hoofdrubriek:Financieel management, Financieel management

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Inhoudsopgave

<ol> <li>1 Introduction to Derivatives</li> </ol> PART ONE INSURANCE, HEDGING, AND SIMPLE STRATEGIES <ol start="2"> <li>2 An Introduction to Forwards and Options</li> <li>3 Insurance, Collars, and Other Strategies</li> <li>4 Introduction to Risk Management</li> </ol> PART TWO FORWARDS, FUTURES, AND SWAPS <ol start="5"> <li>5 Financial Forwards and Futures</li> <li>6 Commodity Forwards and Futures</li> <li>7 Interest Rate Forwards and Futures</li> <li>8 Swaps</li> </ol> PART THREE OPTIONS <ol start="9"> <li>9 Parity and Other Option Relationships</li> <li>10 Binomial Option Pricing: Basic Concepts</li> <li>11 Binomial Option Pricing: Selected Topics</li> <li>12 The Black-Scholes Formula</li> <li>13 Market-Making and Delta-Hedging</li> <li>14 Exotic Options: I</li> </ol> PART FOUR FINANCIAL ENGINEERING AND APPLICATIONS <ol start="15"> <li>15 Financial Engineering and Security Design</li> <li>16 Corporate Applications</li> <li>17 Real Options</li> </ol> PART FIVE ADVANCED PRICING THEORY AND APPLICATIONS <ol start="18"> <li>18 The Lognormal Distribution</li> <li>19 Monte Carlo Valuation</li> <li>20 Brownian Motion and Ito's Lemma</li> <li>21 The Black-Scholes-Merton Equation</li> <li>22 Risk-Neutral and Martingale Pricing</li> <li>23 Exotic Options: II</li> <li>24 Volatility</li> <li>25 Interest Rate and Bond Derivatives</li> <li>26 Value at Risk</li> <li>27 Credit Risk</li> </ol>