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ISBN 10: 0130423580 / 0-13-042358-0
ISBN 13: 9780130423580
1. Introduction. 2. Mechanics of Futures and Forward 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. Valuing Stock Options: The Black-Scholes Model. 12. Options on Stock Indices and Currencies. 13. Futures Options. 14. Volatility Smiles. 15. The Greek Letters. 16. Value at Risk. 17. Valuation Using Binomial Trees. 18. Interest Rate Options. 19. Exotic Options and Other Non-Standard Products. 20. Credit, Weather, Energy, and Insurance Derivatives. 21. Derivatives Mishaps and What We Can Learn from Them. Answers to Quiz Questions. Glossary of Terms. DerivaGem Software. Major Exchanges Trading Futures and Options. Table for N(x) when x 0. Table for N(x) when x o0. Index.