Summary |
Contents -
1.Mechanics of futures markets
2. Hedging strategies using futures
3. Interest rates
4. Determination of forward and futures prices
5. Interest rate futures
6. Swaps
7. Mechanics of options markets
8. Properties of stock options
9.Trading strategies involving options
10. Binomial tress
11. Wiener processes and Ito's lemma
12. The black-scholes-merton model
13. Options on stock indices, currencies, and futures
14. The greek letters
15. Volati.ity smiles
16. Basic numerical procedures
17. Value at risk
18. Estimating volatilities and correlations
19. Credit risk
20. Credit derivatives
21. Exotic options
22. Weather, energy, and insurance derivatives
23. More on models and numerical procedures
24. Martingales and measures
25. Interest rate derivatives: the standard market models
26. Convexity, timing, and quanto adjustments
27. Interest rate detivatives: models of the short rate
28. Interest rate derivatives: HJM and LMM
29. Swaps revisited
30. Real options
31. Derivatives mishaps and what we can learn from them
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