Fundamentals of Futures and Options Markets and Derivagem Package

Fundamentals of Futures and Options Markets and Derivagem Package : International Edition

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  • Mixed media product
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Product details

  • Mixed media product | 561 pages
  • 210 x 258 x 24mm | 1,020g
  • Pearson Education (US)
  • Pearson
  • United States
  • 6th edition
  • 0131354183
  • 9780131354180
  • 783,946

Table of contents

Preface Introduction Mechanics of Futures and Forward 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 Non-Standard Instruments Credit Derivatives Insurance, Weather, Energy, and Credit Derivatives Derivatives Disasters and What We Can Learn From ThemGlossary of TermsDerivaGem SoftwareMajor Exchanges Trading Futures and OptionsTable for N(x) when x0Indexshow more

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83 ratings
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3 18% (15)
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1 2% (2)
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