Derivatives markets. (©2014)

• Record Type: Book
• Further Information: Note: Robert L. McDonald.
• Other Names: McDonald, Robert L (Robert Lynch), 1954-
• Contents: 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.
• Edition: 3rd ed
• Publisher Details: Harlow : Pearson
• Publication Date: 2014
• Copyright Date: 2014
• Extent: 1 online resource (iii, 897 pages)
• Subjects: 332.6457; Derivative securities; Instruments dérivés (Finances); BUSINESS & ECONOMICS -- Finance; Derivative securities; Electronic books
• Languages: English
• ISBNs: 9781299957015; 1299957013; 9781292034485; 1292034483
• Related ISBNs: 9781292021256; 129202125X
• Notes: Note: Includes bibliographical references (pages 871-887) and index.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.