Princeton University Library Catalog

Derivatives markets / Robert L. McDonald.

Author:
McDonald, Robert L. (Robert Lynch), 1954- [Browse]
Format:
Book
Language:
English
Published/​Created:
Boston : Addison-Wesley, c2006.
Εdition:
2nd ed.
Description:
xxix, 964 p. : ill. ; 24 cm. + 1 CD-ROM (4 3/4 in.)
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.
Subject(s):
Derivative securities [Browse]
ISBN:
  • 032128030X
  • 0321311493 (pbk.)
LCCN:
2005057218
OCLC:
60837810
RCP:
C - S