Fundamentals of futures and options markets /
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| Главный автор: | |
|---|---|
| Формат: | |
| Язык: | английский |
| Опубликовано: |
Upper Saddle River, N.J :
Pearson Prentice Hall,
c2008.
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| Редактирование: | 6th ed. |
| Предметы: | |
| Online-ссылка: | Table of contents only |
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Оглавление:
- Introduction
- Mechanics of futures markets
- Hedging strategies using futures
- Interest rates
- Determination of forward and futures prices
- Interest rate futures
- Swaps
- Mechanics of options markets
- Properties of stock options
- Trading strategies involving options
- Introduction to binomial trees
- Valuing stock options : the Black-Scholes model
- Options on stock indices and currencies
- Futures options
- The Greek letters
- Binomial trees in practice
- Volatility smiles
- Value at risk
- Interest rate options
- Exotic options and other nonstandard products
- Credit derivatives
- Weather, energy, and insurance derivatives
- Derivatives mishaps and what we can learn from them.