000 | 02375cam a22002774a 4500 | ||
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999 |
_c1794 _d1794 |
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001 | 14169979 | ||
003 | OSt | ||
005 | 20210317144413.0 | ||
008 | 051116s2006 maua b 001 0 eng | ||
010 | _a 2005057218 | ||
020 | _a9780321311498 | ||
040 |
_aBUL _cBUL _dBUL |
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042 | _apcc | ||
082 | 0 | 0 |
_a332.6457 _222 _bMCD |
100 | 1 |
_aMcDonald, Robert L. _q(Robert Lynch), _d1954- |
|
245 | 1 | 0 |
_aDerivatives markets / _cRobert L. McDonald. |
250 | _a2nd edition. | ||
260 |
_aBoston : _bAddison-Wesley, _cc2006. |
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300 |
_axxix, 964 p. : _bill. ; _c24 cm. |
||
440 | 4 | _aPearson International Edition | |
500 | _aTable 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. | ||
650 | 0 | _aDerivative securities. | |
906 |
_a7 _bcbc _corignew _d1 _eocip _f20 _gy-gencatlg |
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942 |
_2ddc _cBO _e2nd edition _h332.6457 MCD _iMCD _kMCD _mMCD |