xiii, 561 p. , ill. , 26 cm. +, 1 CD-ROM (4 3/4 in.)
GENERAL NOTES
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Language: انگلیسی
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
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Print
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
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Includes bibliographical references and index.
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.