Derivatives markets /
Robert L. McDonald.
- 2nd edition.
- Boston : Addison-Wesley, c2006.
- xxix, 964 p. : ill. ; 24 cm.
- Pearson International Edition .
Table of Contents
Chapter 1 Introduction to Derivatives 1
Part I Insurance, Hedging, and Simple Strategies
Chapter 2 An Introduction to Forwards and Options 21
Chapter 3 Insurance, Collars, and Other Strategies 59
Chapter 4 Introduction to Risk Management 91
Part II Forwards, Futures, and Swaps
Chapter 5 Financial Forwards and Futures 127
Chapter 6 Commodity Forwards and Futures 169
Chapter 7 Interest Rates Forwards and Futures 205
Chapter 8 Swaps 247
Part III Options
Chapter 9 Parity and Other Option Relationships 281
Chapter 10 Binomial Option Pricing: I 313
Chapter 11 Binomial Option Pricing: II 343
Chapter 12 The Black-Scholes Formula 375
Chapter 13 Market-Making and Delta-Hedging 413 Chapter 14 Exotic Options: I 443
Part IV Financial Engineering and Applications
Chapter 15 Financial Engineering and Security Design 473
Chapter 16 Corporate Applications 503
Chapter 17 Real Options 547
Part V Advanced Pricing Theory
Chapter 18 The Lognormal Distribution 587
Chapter 19 Monte Carlo Valuation 617
Chapter 20 Brownian Motion and Ito’s Lemma 649
Chapter 21 The Black-Scholes Equation 679
Chapter 22 Exotic Options: II 703
Chapter 23 Interest Rate Models 741
Chapter 24 Risk Assessment 779
Chapter 25 Credit Risk 813
Chapter 26 Volatility 841
Includes bibliographical references (p. 921-934) and index.