Skip to main content

English

Published by Pearson (August 27, 2013) © 2014

Robert McDonald
    VitalSource eTextbook ( 12 months access )
    €42,99
    ISBN-13: 9781292034485R365

    Derivatives Markets ,3rd edition

    Access details

    • Instant access once purchased
    • Fulfilled by VitalSource

    Features

    • Add notes and highlights
    • Search by keyword or page

    Language: English

    Product Information

    For courses in options, futures, and derivatives.

    To be financially literate in today’s market, business students must have a solid understanding of derivatives concepts and instruments and the uses of those instruments in corporations.  The 3rd Edition has an accessible mathematical presentation, and more importantly, helps students gain intuition by linking theories and concepts together with an engaging narrative that emphasises the core economic principles underlying the pricing and uses of derivatives.


    The 3rd edition has been updated to include new data and examples throughout.

     

    The full text downloaded to your computer

    With eBooks you can:

    • search for key concepts, words and phrases
    • make highlights and notes as you study
    • share your notes with friends

    eBooks are downloaded to your computer and accessible either offline through the Bookshelf (available as a free download), available online and also via the iPad and Android apps.

    Upon purchase, you'll gain instant access to this eBook.

    Time limit

    The eBooks products do not have an expiry date. You will continue to access your digital ebook products whilst you have your Bookshelf installed.

    1. 1 Introduction to Derivatives

    PART ONE INSURANCE, HEDGING, AND SIMPLE STRATEGIES

    1. 2 An Introduction to Forwards and Options
    2. 3 Insurance, Collars, and Other Strategies
    3. 4 Introduction to Risk Management

    PART TWO FORWARDS, FUTURES, AND SWAPS

    1. 5 Financial Forwards and Futures
    2. 6 Commodity Forwards and Futures
    3. 7 Interest Rate Forwards and Futures
    4. 8 Swaps

    PART THREE OPTIONS

    1. 9 Parity and Other Option Relationships
    2. 10 Binomial Option Pricing: Basic Concepts
    3. 11 Binomial Option Pricing: Selected Topics
    4. 12 The Black-Scholes Formula
    5. 13 Market-Making and Delta-Hedging
    6. 14 Exotic Options: I

    PART FOUR FINANCIAL ENGINEERING AND APPLICATIONS

    1. 15 Financial Engineering and Security Design
    2. 16 Corporate Applications
    3. 17 Real Options

    PART FIVE ADVANCED PRICING THEORY AND APPLICATIONS

    1. 18 The Lognormal Distribution
    2. 19 Monte Carlo Valuation
    3. 20 Brownian Motion and Ito's Lemma
    4. 21 The Black-Scholes-Merton Equation
    5. 22 Risk-Neutral and Martingale Pricing
    6. 23 Exotic Options: II
    7. 24 Volatility
    8. 25 Interest Rate and Bond Derivatives
    9. 26 Value at Risk
    10. 27 Credit Risk
    Top