Derivatives markets /
Robert L. McDonald.
- 2nd ed.
- Boston : Addison-Wesley, c2006.
- xxix, 964 p. : ill. ; 24 cm. + 1 CD-ROM (4 3/4 in.)
- The Addison-Wesley series in finance .
- The Addison-Wesley series in finance. .
Includes bibliographical references (p. 921-934) and index.
Introduction to derivatives -- An introduction to forwards and options -- Insurance, collars, and other strategies -- Introduction to risk management -- Financial forwards and futures -- Commodity forwards and futures -- Interest rate forwards and futures -- Swaps -- Parity and other option relationships -- Binomial option pricing : I -- Binomial option pricing : II -- The Black-Scholes formula -- Market-making and delta-hedging -- Exotic options : I -- Financial engineering and security design -- Corporate applications -- Real options -- The lognormal distribution -- Monte Carlo valuation -- Brownian motion and Ito's Lemma -- The Black-Scholes equation -- Exotic options : II -- Volatility -- Interest rate models Ch. 1. Ch. 2. Ch. 3. Ch. 4. Ch. 5. Ch. 6. Ch. 7. Ch. 8. Ch. 9. Ch. 10. Ch. 11. Ch. 12. Ch. 13. Ch. 14. Ch. 15. Ch. 16. Ch. 17. Ch. 18. Ch. 19. Ch. 20. Ch. 21. Ch. 22. Ch. 23. Ch. 24.
"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.
System requirements for accompanying CD-ROM: Windows or Macintosh, Excel 97 or better.