Description
Book SynopsisTable of ContentsPreface
Chapter 1 Introduction
Chapter 2 Mechanics of Futures Markets
Chapter 3 Hedging Strategies Using Futures
Chapter 4 Interest Rates
Chapter 5 Determination of Forward and Futures Prices
Chapter 6 Interest Rate Futures
Chapter 7 Swaps
Chapter 8 Securitization and the Credit Crisis of 2007
Chapter 9 OIS Discounting, Credit Issues, and Funding Costs
Chapter 10 Mechanics of Options Markets
Chapter 11 Properties of Stock Options
Chapter 12 Trading Strategies Involving Options
Chapter 13 Binomial Trees
Chapter 14 Wiener Processes and Itô’s Lemma
Chapter 15 The Black-Scholes-Merton Model
Chapter 16 Employee Stock Options
Chapter 17 Options on Stock Indices and Currencies
Chapter 18 Futures Options
Chapter 19 The Greek Letters
Chapter 20 Volatility Smiles
Chapter 21 Basic Numerical Procedures
Chapter 22 Value at Risk
Chapter 23 Estimating Volatilities and Correlations
Chapter 24 Credit Risk
Chapter 25 Credit Derivatives
Chapter 26 Exotic Options
Chapter 27 More on Models and Numerical Procedures
Chapter 28 Martingales and Measures
Chapter 29 Interest Rate Derivatives: The Standard Market Models
Chapter 30 Convexity, Timing, and Quanto Adjustments
Chapter 31 Interest Rate Derivatives: Models of the Short Rate
Chapter 32 HJM, LMM, and Multiple Zero Curves
Chapter 33 Swaps Revisited
Chapter 34 Energy and Commodity Derivatives
Chapter 35 Real Options
