Fundamentals of Derivative Markets (The Prentice Hall Series in Finance) （1ST）

McDonald, Robert L.

Pearson College Div（2008/03発売）

• 製本 Hardcover:ハードカバー版／ページ数 503 p.
• 言語 ENG
• 商品コード 9780321357175
• DDC分類 332.6457

Full Description

Fundamentals of Derivatives Markets is a succinct yet comprehensive adaptation of the author's successful text, Derivatives Markets. Streamlined for a broad range of undergraduate students, the approachable writing style and accessible balance of theory and applications introduces essential derivatives principles. By exploring various methods for valuing derivatives and by discussing risk management strategies in real-world context, Fundamentals of Derivatives Markets develops students' financial literacy for today's corporate environment.

Contents

Chapter 1Part I: Insurance, Hedging, and Simple StrategiesChapter 2: An Introduction to Forwards and OptionsChapter 3: Insurance, Collars, and Other StrategiesChapter 4: Introduction to Risk ManagementPart II: Forwards, Futures, and SwapsChapter 5: Financial Forwards and FuturesChapter 6: The Wide World of Futures ContractsChapter 7: Interest Rates Forwards and FuturesChapter 8: SwapsPart III: OptionsChapter 9: Parity and Other Option RelationshipsChapter 10: Binomial Option PricingChapter 11: The Black-Scholes FormulaPart IV: Financial Engineering and ApplicationsChapter 12: Financial Engineering and Security DesignChapter 13: Corporate ApplicationsChapter 14: Real Options