Derivatives markets

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Accompanying CD-ROM contains ... "Microsoft Excel spreadsheets with option pricing functions and selected data."--Disc label.

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Title Statements

Full title :Derivatives markets / Robert L. McDonald.

Summary

Accompanying CD-ROM contains ... "Microsoft Excel spreadsheets with option pricing functions and selected data."--Disc label.

Edition Statements

Publication Date:©2013.
Edition:3rd ed

Publication Statements

Publisher(s):Pearson
Place of Publication:Boston
Language:eng
Publication Date:©2013.

The Physical Object

Description:xxviii, 948 pages : : illustrations ; : 27 cm +

Edition Identifiers

ISBN:9780321543080, 0321543084, 9780136118275, 0136118275
oclc:ocn801996784
LC Classification:HG6024.A3
Dewey Decimal:332.64/57

1. Introduction to derivatives -- Part One : Insurance, hedging, and simple strategies. 2. An introduction to forwards and options -- 3. Insurance, collars, and other strategies -- 4. Introduction to risk management -- -- Part Two : Forwards, futures, and swaps. 5. Financial forwards and futures -- 6. Commodity forwards and futures -- 7. Interest rate forwards and futures -- 8. Swaps -- -- Part Three : Options. 9. Parity and other option relationships -- 10. Binomial option pricing : basic concepts -- 11. Binomial option pricing : selected topics -- 12. The Black-Scholes formula -- 13. Market-making and delta-hedging -- 14. Exotic options : I -- -- Part Four : Financial engineering and applications. 15. Financial engineering and security design -- 16. Corporate applications -- 17. Real options -- -- Part Five : Advanced pricing theory and applications. 18. The lognormal distribution -- 19. Monte Carlo valuation -- 20. Brownian motion and Itô's Lemma -- 21. The Black-Scholes-Merton equation -- 22. Risk-neutral and Martingale pricing -- 23. Exotic options : II -- 24. Volatility -- 25. Interest rate and bond derivatives -- 26. Value at risk -- 27. Credit risk -- Appendix A. The Greek…