Derivatives markets / Robert L. McDonald.

Author
McDonald, Robert L. (Robert Lynch), 1954- [Browse]
Format
Book
Language
English
Εdition
2nd ed.
Published/​Created
Boston : Addison-Wesley, [2006], ©2006.
Description
xxix, 964 pages : illustrations ; 24 cm + 1 CD-ROM (4 3/4 in).

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ReCAP - Remote StorageHG6024.A3 M394 2006 Browse related items Request

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    Series
    Summary note
    "Derivatives Markets presents a comprehensive and in-depth treatment of futures, options, and other derivatives in a mathematically accessible and intuitive manner. It is both a clear introduction for the novice and a life-long reference for the practitioner."--BOOK JACKET.
    Bibliographic references
    Includes bibliographical references (p. 921-934) and index.
    Contents
    • Ch. 1. Introduction to derivatives
    • Ch. 2. An introduction to forwards and options
    • Ch. 3. Insurance, collars, and other strategies
    • Ch. 4. Introduction to risk management
    • Ch. 5. Financial forwards and futures
    • Ch. 6. Commodity forwards and futures
    • Ch. 7. Interest rate forwards and futures
    • Ch. 8. Swaps
    • Ch. 9. Parity and other option relationships
    • Ch. 10. Binomial option pricing : I
    • Ch. 11. Binomial option pricing : II
    • Ch. 12. The Black-Scholes formula
    • Ch. 13. Market-making and delta-hedging
    • Ch. 14. Exotic options : I
    • Ch. 15. Financial engineering and security design
    • Ch. 16. Corporate applications
    • Ch. 17. Real options
    • Ch. 18. The lognormal distribution
    • Ch. 19. Monte Carlo valuation
    • Ch. 20. Brownian motion and Ito's Lemma
    • Ch. 21. The Black-Scholes equation
    • Ch. 22. Exotic options : II
    • Ch. 23. Volatility
    • Ch. 24. Interest rate models
    • Ch. 25. Value at risk
    • Ch. 26. Credit risk
    • App A. The Greek alphabet
    • App B. Continuous compounding
    • App C. Jensen's inequality
    • App D. An introduction to visual basic for applications.
    ISBN
    • 032128030X
    • 0321311493 (pbk.)
    LCCN
    2005057218
    OCLC
    60837810
    RCP
    C - S
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