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    Derivatives Markets (Mixed media product) By (author) Robert L. McDonald

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    DescriptionFor 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 Third Edition has an accessible mathematical presentation, and more importantly, helps students gain intuition by linking theories and concepts together with an engaging narrative that emphasizes the core economic principles underlying the pricing and uses of derivatives. The third edition has been updated to include new data and examples throughout.

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    Derivatives Markets
    Authors and contributors
    By (author) Robert L. McDonald
    Physical properties
    Format: Mixed media product
    Number of pages: 912
    Width: 216 mm
    Height: 274 mm
    Thickness: 32 mm
    Weight: 1,700 g
    ISBN 13: 9781292021256
    ISBN 10: 129202125X

    BIC E4L: FIN
    Nielsen BookScan Product Class 3: S4.0T
    BIC subject category V2: KFFM
    Warengruppen-Systematik des deutschen Buchhandels: 17840
    BISAC V2.8: BUS036000, BUS014000, BUS036060
    DC23: 332.6457
    3, Revised
    Edition statement
    Pearson New International Edition
    Illustrations note
    charts (black and white)
    Pearson Education Limited
    Imprint name
    Pearson Education Limited
    Publication date
    23 July 2013
    Publication City/Country
    Table of contents
    Preface Chapter 1 Introduction to Derivatives PART ONE INSURANCE, HEDGING, AND SIMPLE STRATEGIES Chapter 2 An Introduction to Forwards and Options Chapter 3 Insurance, Collars, and Other Strategies Chapter 4 Introduction to Risk Management PART TWO FORWARDS, FUTURES, AND SWAPS Chapter 5 Financial Forwards and Futures Chapter 6 Commodity Forwards and Futures Chapter 7 Interest Rate Forwards and Futures Chapter 8 Swaps PART THREE OPTIONS Chapter 9 Parity and Other Option Relationships Chapter 10 Binomial Option Pricing: Basic Concepts Chapter 11 Binomial Option Pricing: Selected Topics Chapter 12 The Black-Scholes Formula Chapter 13 Market-Making and Delta-Hedging Chapter 14 Exotic Options: I PART FOUR FINANCIAL ENGINEERING AND APPLICATIONS Chapter 15 Financial Engineering and Security Design Chapter 16 Corporate Applications Chapter 17 Real Options PART FIVE ADVANCED PRICING THEORY AND APPLICATIONS Chapter 18 The Lognormal Distribution Chapter 19 Monte Carlo Valuation Chapter 20 Brownian Motion and Ito's Lemma Chapter 21 The Black-Scholes-Merton Equation Chapter 22 Risk-Neutral and Martingale Pricing Chapter 23 Exotic Options: II Chapter 24 Volatility Chapter 25 Interest Rate and Bond Derivatives Chapter 26 Value at Risk Chapter 27 Credit Risk Appendixes App. A The Greek Alphabet App. B Continuous Compounding App. C Jensen's Inequality App. D An Introduction to Visual Basic for Applications Glossary References Index