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- OUT OF PRINT - This book is no longer available from Global Investor. Alternatively, click here to go to the book page which has replaced this one.
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- Product code: 0990
- ISBN: 0130158224,
ISBN13: 9780130158222,
698 pages, Disk + Pb
Published by Pearson Higher Education, 4th edition, 1999
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Description of Options, Futures and Other Derivatives 4/e |
Note: new Excel-based software, called DerivaGem, (on PC floppy disk) is included with this book. It has been designed to compliment the material in the text. Users can calculate options prices; imply volatilities, calculate Greek letters for European options. American options, exotic options, and interest rate derivatives. Interest rate derivatives can be valued using either Black's model or a no-arbitrage model. The software can be used to display binomial trees and provide many different charts showing the impact of different variables on either option prices or the Greek letters.
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Contents of Options, Futures and Other Derivatives 4/e |
Preface
1. Introduction
2. Futures Market and the Use of Futures for Hedging
3. Forward and Futures Pricing
4. Interest Rate Futures
5. Swaps
6. Options Markets
7. Properties of Stock Option Prices
8. Trading Strategies Involving Options
9. A model of the Behaviour of Stock Prices
10. The Black-Scholes Analysis
11. Options on Stock Indices, Currencies, and Futures Contracts
12. A General Approach to Pricing Derivative Securities
13. Hedging Positions in Options and Other Derivative Securities
14. Numerical Procedures
15. Interest Rate Derivative Securities
16. Exotic Options
17. Alternatives to Black-Scholes for Option Pricing
18. Credit Risk
19. Review of Key Concepts
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