Derivatives Markets : Pearson New International Edition （3RD）

McDonald, Robert

Pearson Education Limited（2013/07発売）

• 製本 Paperback:紙装版/ペーパーバック版／ページ数 904 p.
• 言語 ENG
• 商品コード 9781292021256
• DDC分類 332.6457

Full Description

For courses in options, futures, and derivatives.


To be financially literate in today's market, business students must have a solid understanding of derivatives concepts and instruments and the uses of those instruments in corporations. The 3rd Edition has an accessible mathematical presentation, and more importantly, helps students gain intuition by linking theories and concepts together with an engaging narrative that emphasises the core economic principles underlying the pricing and uses of derivatives.

The 3rd edition has been updated to include new data and examples throughout.

Contents

1 Introduction to Derivatives

PART ONE INSURANCE, HEDGING, AND SIMPLE STRATEGIES



2 An Introduction to Forwards and Options
3 Insurance, Collars, and Other Strategies
4 Introduction to Risk Management

PART TWO FORWARDS, FUTURES, AND SWAPS



5 Financial Forwards and Futures
6 Commodity Forwards and Futures
7 Interest Rate Forwards and Futures
8 Swaps

PART THREE OPTIONS



9 Parity and Other Option Relationships
10 Binomial Option Pricing: Basic Concepts
11 Binomial Option Pricing: Selected Topics
12 The Black-Scholes Formula
13 Market-Making and Delta-Hedging
14 Exotic Options: I

PART FOUR FINANCIAL ENGINEERING AND APPLICATIONS



15 Financial Engineering and Security Design
16 Corporate Applications
17 Real Options

PART FIVE ADVANCED PRICING THEORY AND APPLICATIONS



18 The Lognormal Distribution
19 Monte Carlo Valuation
20 Brownian Motion and Ito's Lemma
21 The Black-Scholes-Merton Equation
22 Risk-Neutral and Martingale Pricing
23 Exotic Options: II
24 Volatility
25 Interest Rate and Bond Derivatives
26 Value at Risk
27 Credit Risk