(CREDITS NOTE (PROJECTED AND VIDEO MATERIAL AND SOUND RECORDINGS
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System requirements (DerivaGem): Windows 2000 (SP4) and Windows XP (SP1, SP2)
CONTENTS NOTE
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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
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SUMMARY OR ABSTRACT
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This new edition presents a reader-friendly textbook with lots of numerical examples and accounts of real-life situations
SYSTEM REQUIREMENTS NOTE (ELECTRONIC RESOURCES)
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System requirements (DerivaGem): Windows 2000 (SP4) and Windows XP (SP1, SP2)
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System requirements for accompanying disc: 133 MHz Pentium Processor; 64 MB RAM; Windows 2000 or later; Microsoft Excel 2000 or later; 800x600 display; 2x CD-ROM drive