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Description of Options, Futures and Other Derivatives

For undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management. Bridge the gap between theory and practice. This title is a Pearson Global Edition. The Editorial team at Pearson has worked closely with educators around the world to include content which is especially relevant to students outside the United States. Designed to bridge the gap between theory and practice, this introductory text on the futures and options markets is ideal for those with a limited background in mathematics. The eighth edition has been updated and improved - featuring a new chapter on securitization and the credit crisis, and increased discussion on the way commodity prices are modeled and commodity derivatives valued.

Title Information

ISBN:

9780273759072

Pages:

888 pages

Format:

Paperback and CD-Rom

Product Code:

628844

Publisher:

Pearson Education Limited

Published:

18/04/2011

Edition:

Global ed of 8th revised ed Edition

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Contents of Options, Futures and Other Derivatives

1. Introduction
2. Mechanics of Futures Markets
3. Hedging Strategies Using Futures
4. Interest Rates
5. Determination of Forward and Futures Prices
6. Interest Rate Futures
7. Swaps
8. Securitization and the Credit Crisis of 2007
9. Mechanics of Options Markets
10. Properties of Stock Options
11. Trading Strategies Involving Options
12. Binomial Trees
13. Wiener Processes and Ito's Lemma
14. The Black-Scholes-Merton Model
15. Employee Stock Options
16. Options on Stock Indices and Currencies
17. Options on Futures
18. Greek Letters
19. Volatility Smiles
20. Basic Numerical Procedures
21. Value at Risk
22. Estimating Volatilities and Correlations
23. Credit Risk
24. Credit Derivatives
25. Exotic Options
26. More on Models and Numerical Procedures
27. Martingales and Measures
28. Interest Rate Derivatives: The Standard Market Models
29. Convexity, Timing, and Quanto Adjustments
30. Interest Rate Derivatives: Models of the Short Rate
31. Interest Rate Derivatives: HJM and LMM
32. Swaps Revisited
33. Energy and Commodit Derivatives
34. Real Options
35. Derivatives Mishaps and What We Can Learn from Them
36. Derivatives markets in developing countries