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Derivatives markets / Robert L. McDonald.
Author
McDonald, Robert L. (Robert Lynch), 1954-
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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).
Availability
Copies in the Library
Location
Call Number
Status
Location Service
Notes
ReCAP - Remote Storage
HG6024.A3 M394 2006
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Details
Subject(s)
Derivative securities
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Series
Addison-Wesley series in finance.
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The Addison-Wesley series in finance
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.
Show 27 more Contents items
ISBN
032128030X
0321311493 (pbk.)
LCCN
2005057218
OCLC
60837810
RCP
C - S
Statement on language in description
Princeton University Library aims to describe library materials in a manner that is respectful to the individuals and communities who create, use, and are represented in the collections we manage.
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Derivatives markets / Robert L. McDonald.
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9956608733506421