{"product_id":"student-solutions-manual-for-options-futures-and-other-derivatives-global-edition-9781292249179","title":"Student Solutions Manual for Options Futures and","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003cp\u003ePreface \u003c\/p\u003e \u003cp\u003eChapter 1 Introduction \u003c\/p\u003e \u003cp\u003eChapter 2 Mechanics of Futures Markets \u003c\/p\u003e \u003cp\u003eChapter 3 Hedging Strategies Using Futures \u003c\/p\u003e \u003cp\u003eChapter 4 Interest Rates \u003c\/p\u003e \u003cp\u003eChapter 5 Determination of Forward and Futures Prices \u003c\/p\u003e \u003cp\u003eChapter 6 Interest Rate Futures \u003c\/p\u003e \u003cp\u003eChapter 7 Swaps \u003c\/p\u003e \u003cp\u003eChapter 8 Securitization and the Credit Crisis of 2007 \u003c\/p\u003e \u003cp\u003eChapter 9 OIS Discounting, Credit Issues, and Funding Costs \u003c\/p\u003e \u003cp\u003eChapter 10 Mechanics of Options Markets \u003c\/p\u003e \u003cp\u003eChapter 11 Properties of Stock Options \u003c\/p\u003e \u003cp\u003eChapter 12 Trading Strategies Involving Options \u003c\/p\u003e \u003cp\u003eChapter 13 Binomial Trees \u003c\/p\u003e \u003cp\u003eChapter 14 Wiener Processes and Itô’s Lemma \u003c\/p\u003e \u003cp\u003eChapter 15 The Black-Scholes-Merton Model \u003c\/p\u003e \u003cp\u003eChapter 16 Employee Stock Options \u003c\/p\u003e \u003cp\u003eChapter 17 Options on Stock Indices and Currencies \u003c\/p\u003e \u003cp\u003eChapter 18 Futures Options \u003c\/p\u003e \u003cp\u003eChapter 19 The Greek Letters \u003c\/p\u003e \u003cp\u003eChapter 20 Volatility Smiles \u003c\/p\u003e \u003cp\u003eChapter 21 Basic Numerical Procedures \u003c\/p\u003e \u003cp\u003eChapter 22 Value at Risk \u003c\/p\u003e \u003cp\u003eChapter 23 Estimating Volatilities and Correlations \u003c\/p\u003e \u003cp\u003eChapter 24 Credit Risk \u003c\/p\u003e \u003cp\u003eChapter 25 Credit Derivatives \u003c\/p\u003e \u003cp\u003eChapter 26 Exotic Options \u003c\/p\u003e \u003cp\u003eChapter 27 More on Models and Numerical Procedures \u003c\/p\u003e \u003cp\u003eChapter 28 Martingales and Measures \u003c\/p\u003e \u003cp\u003eChapter 29 Interest Rate Derivatives: The Standard Market Models \u003c\/p\u003e \u003cp\u003eChapter 30 Convexity, Timing, and Quanto Adjustments \u003c\/p\u003e \u003cp\u003eChapter 31 Interest Rate Derivatives: Models of the Short Rate \u003c\/p\u003e \u003cp\u003eChapter 32 HJM, LMM, and Multiple Zero Curves \u003c\/p\u003e \u003cp\u003eChapter 33 Swaps Revisited \u003c\/p\u003e \u003cp\u003eChapter 34 Energy and Commodity Derivatives \u003c\/p\u003e \u003cp\u003eChapter 35 Real Options \u003c\/p\u003e","brand":"Pearson Education","offers":[{"title":"Default Title","offer_id":51019590959447,"sku":"9781292249179","price":65.54,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9781292249179.jpg?v=1750780723","url":"https:\/\/bookcurl.com\/products\/student-solutions-manual-for-options-futures-and-other-derivatives-global-edition-9781292249179","provider":"Book Curl","version":"1.0","type":"link"}