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PART I OPTION STRATEGIES AND MARKETS Chapter 1: Option Concepts and Fundamental Strategies 1 Chapter 2: The Option Market 23 Chapter 3: Option Strategies 50 PART II OPTION PRICING Chapter 4: Fundamental Option Price Relations 98 Chapter 5: The Binomial Option Pricing Model 148 Chapter 6: The Binomial Pricing 196 Chapter 7: The Binomial Pricing of Options on Currencies and Bonds 222 Chapter 8: The Black-Scholes Option Pricing Model 242 Chapter 9: Applications of the Option Pricing Model, the Greeks, and Exotic Options 280 PART III FUTURES AND FUTURES OPTION CONTRACTS Chapter 10: Futures and Forward Contracts 313 Chapter 11: Pricing Futures and Forward Contracts 344 Chapter 12: Options on Futures Contracts 372 PART IV MANAGING EQUITY, CURRENCY, AND DEBT POSITIONS WITH DERIVATIVES Chapter 13: Managing Equity Positions with Stock Index Derivatives 422 Chapter 14: Managing Foreign Currency Positions with Derivatives 465 Chapter 15: Managing Fixed-Income Positions With Interest-Rate Derivatives 483 Chapter 16: Managing Fixed-Income Positions With OTC Derivatives 510 Chapter 17: Interest Rate Swaps 536 PART V SWAPS Chapter 18: Swap Derivatives: Forward Swaps and Swaptions 560 Chapter 19: Swap Valuation 575 Chapter 20: Currency and Credit Swaps 599 PART VI EMBEDDED OPTIONS AND ASSET-BACKED SECURITIES Chapter 21: Embedded Options 628 Chapter 22: Mortgage- and Asset-Backed Securities and Their Derivatives 661