Fundamentals of derivatives markets
著者
書誌事項
Fundamentals of derivatives markets
（The Prentice Hall series in finance）
Pearson Addison Wesley, c2009
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注記
Includes bibliographical references (p. 473-480) and index
内容説明・目次
内容説明
Fundamentals of Derivatives Markets is a succinct yet comprehensive adaptation of the author's successful text, Derivatives Markets. Streamlined for a broad range of undergraduate students, the approachable writing style and accessible balance of theory and applications introduces essential derivatives principles. By exploring various methods for valuing derivatives and by discussing risk management strategies in real-world context, Fundamentals of Derivatives Markets develops students' financial literacy for today's corporate environment.
目次
Chapter 1: Introduction to Derivatives
Part I: Insurance, Hedging, and Simple Strategies
Chapter 2: An Introduction to Forwards and Options
Chapter 3: Insurance, Collars, and Other Strategies
Chapter 4: Introduction to Risk Management
Part II: Forwards, Futures, and Swaps
Chapter 5: Financial Forwards and Futures
Chapter 6: The Wide World of Futures Contracts
Chapter 7: Interest Rates Forwards and Futures
Chapter 8: Swaps
Part III: Options
Chapter 9: Parity and Other Option Relationships
Chapter 10: Binomial Option Pricing
Chapter 11: The Black-Scholes Formula
Part IV: Financial Engineering and Applications
Chapter 12: Financial Engineering and Security Design
Chapter 13: Corporate Applications
Chapter 14: Real Options
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