October 2006
Intermediate to advanced
960 pages
29h 1m
English
Content preview from Derivatives: Markets, Valuation, and Risk ManagementBecome an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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Contents
CHAPTER 1 Derivative Contracts and Markets
PART TWO Fundamentals of Valuation
CHAPTER 2 Assumptions and Interest Rate Mechanics
CHAPTER 3 Relation between Return and Risk
PART THREE Forwards/Futures/Swap Valuation
CHAPTER 4 No-Arbitrage Price Relations: Forwards, Futures, Swaps
CHAPTER 5 Risk Management Strategies: Futures
CHAPTER 6 No-Arbitrage Price Relations: Options
CHAPTER 7 Valuing Standard Options Analytically
CHAPTER 8 Valuing Nonstandard Options Analytically
CHAPTER 9 Valuing Options Numerically
CHAPTER 10 Risk Management Strategies: Options
CHAPTER 12 Corporate Securities
CHAPTER 13 Compensation Agreements
PART SIX Stock Index Derivatives
CHAPTER 14 Stock Index Products: Futures and Options
CHAPTER 15 Stock Index Products: Strategy Based
PART SEVEN Currency Derivatives
PART EIGHT Interest Rate Derivatives
CHAPTER 17 Interest Rate Products: Futures and Options
CHAPTER 18 Interest Rate Products: Swaps
CHAPTER 20 Valuing Interest Rate Products Numerically
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