Options, Futures and Other Derivative Securities

Options, Futures and Other Derivative Securities

4.11 (44 ratings by Goodreads)
  • Paperback
By (author) 

List price: US$39.59

Currently unavailable

Add to wishlist

AbeBooks may have this title (opens in new window).

Try AbeBooks


This text aims to cover all aspects of the valuation of options, futures and other derivative securities. It is structured so that it may be used with or without a knowledge of calculus, and to provide a clear, non-technical explanation of the Cox, Ingersoll and Ross equilibrium models. Other features include an explanation of the Heath, Jarrow and Morton work and a full discussion of yield-curve-based model. There is also expanded coverage of futures markets, hedging and duration. The book is designed for undergraduate and post-graduate courses in options and futures, derivative securities or speculative markets.show more

Product details

  • Paperback | 450 pages
  • 151 x 228mm | 605g
  • Pearson Education Limited
  • Prentice-Hall
  • Harlow, United Kingdom
  • International 2 Revised ed
  • Illustrations, facsims.
  • 0130165778
  • 9780130165770

Table of contents

Futures markets and the use of futures for trading forward and futures prices; interest rate futures; swaps; options markets; properties of stock option prices; trading strategies involving options; a model of the behaviour of stock prices; the Black-Scholes analysis; options in stock indices; a general approach to pricing; hedging positions in options and other derivative securities; numerical procedures; interest rate derivative securities; exotic options; alternatives to Black-Scholes for option pricing credit risks; review of key concepts.show more

Rating details

44 ratings
4.11 out of 5 stars
5 41% (18)
4 34% (15)
3 20% (9)
2 5% (2)
1 0% (0)
Book ratings by Goodreads
Goodreads is the world's largest site for readers with over 50 million reviews. We're featuring millions of their reader ratings on our book pages to help you find your new favourite book. Close X