Options, Futures and Other Derivatives

Options, Futures and Other Derivatives

4.09 (775 ratings by Goodreads)
  • Mixed media product
By (author) 

List price: US$66.50

Currently unavailable

Add to wishlist

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

Try AbeBooks

Description

For undergraduate and graduate courses in Options and Futures, Financial Engineering, and Risk Management, typically found in business, finance, economics and mathematics departments.This fifth edition text represents how academia and real-world practice have come together with a common respect and focus of theory and practice. It provides a unifying approach to the valuation of all derivatives. This popular course text is considered to be "the bible" by practitioners. The fifth edition has a total of seven new chapters.show more

Product details

  • Mixed media product | 744 pages
  • 190.5 x 231.14 x 30.48mm | 1,174g
  • Pearson Education (US)
  • Upper Saddle River, United States
  • 5th International edition
  • 0130465925
  • 9780130465924

Table of contents

1. Introduction. 2. Mechanics of Futures Markets. 3. Determination of Forward and Futures Prices. 4. Hedging Strategies Using Futures. 5. Interest Rate Markets. 6. Swaps. 7. Mechanics of Options Markets. 8. Properties of Stock Options. 9. Trading Strategies Involving Options. 10. Introduction to Binomial Trees. 11. A Model of the Behavior of Stock Prices. 12. The Black-Scholes Model. 13. Options on Stock Indices, Currencies, and Futures. 14. The Greek Letters. 15. Volatility Smiles. 16. Value at Risk. 17. Estimating Volatilities and Correlations. 18. Numerical Procedures. 19. Exotic Options. 20. More on Models and Numerical Procedures. 21. Martingales and Measures. 22. Interest Rate Derivatives: The Standard Market Models. 23. Interest Rate Derivatives: Models of the Short Rate. 24. Interest Rate Derivatives: More Advanced Models. 25. Swaps Revisited. 26. Credit Risk. 27. Credit Derivatives. 28. Real Options. 29. Insurance, Weather, and Energy Derivatives. 30. Derivatives Mishaps and What We Can Learn from Them.show more

Rating details

775 ratings
4.09 out of 5 stars
5 41% (317)
4 36% (282)
3 16% (124)
2 5% (38)
1 2% (14)
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