{"product_id":"elementary-financial-derivatives-9781119076759","title":"Elementary Financial Derivatives","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003e\u003cp\u003e\u003cb\u003eA step-by-step approach to the mathematical financial theory and quantitative methods needed to implement and apply state-of-the-art valuation techniques\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eWritten as an accessible and appealing introduction to financial derivatives, \u003ci\u003eElementary Financial Derivatives: A Guide to Trading and Valuation with Application\u003c\/i\u003es provides the necessary techniques for teaching and learning complex valuation techniques. Filling the current gap in financial engineering literature, the book emphasizes an easy-to-understand approach to the methods and applications of complex concepts without focusing on the underlying statistical and mathematical theories.\u003c\/p\u003e \u003cp\u003eOrganized into three comprehensive sections, the book discusses the essential topics of the derivatives market with sections on options, swaps, and financial engineering concepts applied primarily, but not exclusively, to the futures market. Providing a better understanding of how to assess risk exposure, the book also inc\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003ePreface xi\u003c\/p\u003e \u003cp\u003eAcknowledgments xiii\u003c\/p\u003e \u003cp\u003eTable of Figures xv\u003c\/p\u003e \u003cp\u003eAbout the Companion Websites xix\u003c\/p\u003e \u003cp\u003e\u003cb\u003e1 DERIVATIVE INSTRUMENTS: CONCEPTS AND DEFINITIONS 1\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e1.1 Key Derivative Instruments Definitions, 1\u003c\/p\u003e \u003cp\u003e1.2 The Role, Risks, and Benefits of Derivatives Markets, 2\u003c\/p\u003e \u003cp\u003e1.3 Arbitrage, 4\u003c\/p\u003e \u003cp\u003eCase Study 1.3-1, 4\u003c\/p\u003e \u003cp\u003eProblems, 5\u003c\/p\u003e \u003cp\u003e1.4 Miscellaneous, 5\u003c\/p\u003e \u003cp\u003eProblems, 7\u003c\/p\u003e \u003cp\u003e\u003cb\u003e2 FORWARDS AND FUTURES 9\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e2.1 Futures Fundamentals, 9\u003c\/p\u003e \u003cp\u003e2.1.1 Futures Margin Account and Marking to Market, 17\u003c\/p\u003e \u003cp\u003eCase Study 2.1.1-1, 19\u003c\/p\u003e \u003cp\u003eProblems, 21\u003c\/p\u003e \u003cp\u003e2.1.2 Futures Hedging, 21\u003c\/p\u003e \u003cp\u003eCase Study 2.1.2-1, 23\u003c\/p\u003e \u003cp\u003eProblems, 26\u003c\/p\u003e \u003cp\u003e2.2 Forward Rate Agreements, 27\u003c\/p\u003e \u003cp\u003eCase Study 2.2-1, 27\u003c\/p\u003e \u003cp\u003eCase Study 2.2-2, 29\u003c\/p\u003e \u003cp\u003eCase Study 2.2-3, 34\u003c\/p\u003e \u003cp\u003eCase Study 2.2-4, 37\u003c\/p\u003e \u003cp\u003eProblems, 38\u003c\/p\u003e \u003cp\u003e2.3 Currency Forwards, 40\u003c\/p\u003e \u003cp\u003eCase Study 2.3-1, 41\u003c\/p\u003e \u003cp\u003eCase Study 2.3-2, 47\u003c\/p\u003e \u003cp\u003eProblems, 53\u003c\/p\u003e \u003cp\u003e\u003cb\u003e3 SWAPS 55\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e3.1 Swaps Fundamentals, 55\u003c\/p\u003e \u003cp\u003e3.1.1 Interest Rate Swap, 57\u003c\/p\u003e \u003cp\u003eCase Study 3.1.1-1, 58\u003c\/p\u003e \u003cp\u003eCase study 3.1.1-2, 65\u003c\/p\u003e \u003cp\u003eCase Study 3.1.1-3, 68\u003c\/p\u003e \u003cp\u003eProblems, 69\u003c\/p\u003e \u003cp\u003e3.2 Equity, Currency, and FX Swaps, 69\u003c\/p\u003e \u003cp\u003e3.2.1 Equity Swaps, 69\u003c\/p\u003e \u003cp\u003eCase Study 3.2.1-1, 72\u003c\/p\u003e \u003cp\u003eCase Study 3.2.1-2, 74\u003c\/p\u003e \u003cp\u003eCase Study 3.2.1-3, 75\u003c\/p\u003e \u003cp\u003eCase Study 3.2.1-4, 77\u003c\/p\u003e \u003cp\u003eCase Study 3.2.1-5, 77\u003c\/p\u003e \u003cp\u003eProblems, 78\u003c\/p\u003e \u003cp\u003e3.2.2 Currency\/FX Swap, 80\u003c\/p\u003e \u003cp\u003eCase Study 3.2.2-1, 83\u003c\/p\u003e \u003cp\u003eCase Study 3.2.2-2, 86\u003c\/p\u003e \u003cp\u003eProblems, 89\u003c\/p\u003e \u003cp\u003e3.3 Other Yield Curve-Dependent Swaps, 89\u003c\/p\u003e \u003cp\u003e3.3.1 Basic Swap, 89\u003c\/p\u003e \u003cp\u003eCase Study 3.3.1-1, 91\u003c\/p\u003e \u003cp\u003eCase Study 3.3.1-2, 93\u003c\/p\u003e \u003cp\u003eProblems, 95\u003c\/p\u003e \u003cp\u003e3.3.2 Credit Default Swap, 96\u003c\/p\u003e \u003cp\u003eCase Study 3.3.2-1, 105\u003c\/p\u003e \u003cp\u003eProblems, 106\u003c\/p\u003e \u003cp\u003e\u003cb\u003e4 OPTIONS 107\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e4.1 Options Fundamentals, 107\u003c\/p\u003e \u003cp\u003e4.1.1 Basic Information, 107\u003c\/p\u003e \u003cp\u003e4.1.2 Options Trading Strategies, 115\u003c\/p\u003e \u003cp\u003eCase Study 4.1.2-1, 121\u003c\/p\u003e \u003cp\u003eCase Study 4.1.2-2, 123\u003c\/p\u003e \u003cp\u003eProblems, 124\u003c\/p\u003e \u003cp\u003e4.2 Pricing, 126\u003c\/p\u003e \u003cp\u003e4.2.1 Binomial Tree Option Pricing Model, 126\u003c\/p\u003e \u003cp\u003eCase Study 4.2.1-1, 131\u003c\/p\u003e \u003cp\u003eCase Study 4.2.1-2, 134\u003c\/p\u003e \u003cp\u003eProblems, 135\u003c\/p\u003e \u003cp\u003eCase Study 4.2.1-3, 141\u003c\/p\u003e \u003cp\u003eCase Study 4.2.1-4, 145\u003c\/p\u003e \u003cp\u003eCase Study 4.2.1-5, 149\u003c\/p\u003e \u003cp\u003eProblems, 151\u003c\/p\u003e \u003cp\u003e4.2.2 Black–Scholes Formula, 153\u003c\/p\u003e \u003cp\u003eCase Study 4.2.2-1, 156\u003c\/p\u003e \u003cp\u003eCase Study 4.2.2-2, 159\u003c\/p\u003e \u003cp\u003eCase Study 4.2.2-3, 160\u003c\/p\u003e \u003cp\u003eCase Study 4.2.2-4, 164\u003c\/p\u003e \u003cp\u003eProblems, 165\u003c\/p\u003e \u003cp\u003e4.3 Greeks, 166\u003c\/p\u003e \u003cp\u003e4.3.1 Delta, 166\u003c\/p\u003e \u003cp\u003eCase Study 4.3-1, 168\u003c\/p\u003e \u003cp\u003eCase Study 4.3-2, 169\u003c\/p\u003e \u003cp\u003e4.3.2 Gamma, 170\u003c\/p\u003e \u003cp\u003e4.3.3 Rho, 171\u003c\/p\u003e \u003cp\u003eCase Study 4.3-3, 172\u003c\/p\u003e \u003cp\u003e4.3.4 Vega, 173\u003c\/p\u003e \u003cp\u003eCase Study 4.3-4, 174\u003c\/p\u003e \u003cp\u003e4.3.5 Theta, 175\u003c\/p\u003e \u003cp\u003eCase Study 4.3-5, 176\u003c\/p\u003e \u003cp\u003eProblems, 177\u003c\/p\u003e \u003cp\u003e4.4 Volatility, 178\u003c\/p\u003e \u003cp\u003e4.4.1 Delta Hedging, 178\u003c\/p\u003e \u003cp\u003eCase Study 4.4.1-1, 180\u003c\/p\u003e \u003cp\u003e4.4.2 Greek Neutrality, 182\u003c\/p\u003e \u003cp\u003eCase Study 4.4.2-1, 182\u003c\/p\u003e \u003cp\u003eCase Study 4.4.2-2, 184\u003c\/p\u003e \u003cp\u003eCase Study 4.4.2-3, 186\u003c\/p\u003e \u003cp\u003e4.4.3 Implied Volatility, 187\u003c\/p\u003e \u003cp\u003eCase Study 4.4.3-1, 187\u003c\/p\u003e \u003cp\u003eProblems, 188\u003c\/p\u003e \u003cp\u003e4.5 Exotics, 189\u003c\/p\u003e \u003cp\u003e4.5.1 Asian Options, 189\u003c\/p\u003e \u003cp\u003e4.5.2 Barrier Option, 189\u003c\/p\u003e \u003cp\u003e4.5.3 Basket Options, 190\u003c\/p\u003e \u003cp\u003e4.5.4 Binary Options, 190\u003c\/p\u003e \u003cp\u003e4.5.5 Chooser Options, 191\u003c\/p\u003e \u003cp\u003e4.5.6 Forward Start Options, 192\u003c\/p\u003e \u003cp\u003e4.5.7 Look-back Options, 192\u003c\/p\u003e \u003cp\u003eProblems, 192\u003c\/p\u003e \u003cp\u003eLiterature 195\u003c\/p\u003e \u003cp\u003eIndex 199\u003c\/p\u003e","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49406979965271,"sku":"9781119076759","price":80.96,"currency_code":"GBP","in_stock":false}],"url":"https:\/\/bookcurl.com\/products\/elementary-financial-derivatives-9781119076759","provider":"Book Curl","version":"1.0","type":"link"}