Derivatives markets / Robert L. McDonald.
Material type:
TextSeries: The Addison-Wesley series in finance: Publisher: Boston : Addison-Wesley, c2006Edition: 2nd edDescription: xxix, 964 p. : ill. ; 24 cm. + 1 CD-ROM (4 3/4 in.)ISBN: 032128030X; 9780321280305; 0321311493 (pbk.); 9780321311498 (pbk.)Subject(s): Derivative securitiesDDC classification: 332.64/57 LOC classification: HG6024.A3 | M394 2006| Item type | Current library | Call number | Copy number | Status | Notes | Date due | Barcode |
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Female Library | HG6024 .A3 M394 2006 (Browse shelf (Opens below)) | 1 | Available | STACKS | 51952000074373 | |
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Main Library | HG6024 .A3 M394 2006 (Browse shelf (Opens below)) | 1 | Available | STACKS | 51952000050322 |
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Includes bibliographical references (p. 921-934) and index.
System requirements for accompanying CD-ROM: Windows or Macintosh, Excel 97 or better.
"Derivatives Markets presents a comprehensive and in-depth treatment of futures, options, and other derivatives in a mathematically accessible and intuitive manner. It is both a clear introduction for the novice and a life-long reference for the practitioner."--BOOK JACKET.
Ch. 1. Introduction to derivatives -- Ch. 2. An introduction to forwards and options -- Ch. 3. Insurance, collars, and other strategies -- Ch. 4. Introduction to risk management -- Ch. 5. Financial forwards and futures -- Ch. 6. Commodity forwards and futures -- Ch. 7. Interest rate forwards and futures -- Ch. 8. Swaps -- Ch. 9. Parity and other option relationships -- Ch. 10. Binomial option pricing : I -- Ch. 11. Binomial option pricing : II -- Ch. 12. The Black-Scholes formula -- Ch. 13. Market-making and delta-hedging -- Ch. 14. Exotic options : I -- Ch. 15. Financial engineering and security design -- Ch. 16. Corporate applications -- Ch. 17. Real options -- Ch. 18. The lognormal distribution -- Ch. 19. Monte Carlo valuation -- Ch. 20. Brownian motion and Ito's Lemma -- Ch. 21. The Black-Scholes equation -- Ch. 22. Exotic options : II -- Ch. 23. Volatility -- Ch. 24. Interest rate models
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