Table of contents for Introduction to derivatives : options, futures, and swaps / R. Stafford Johnson.


Bibliographic record and links to related information available from the Library of Congress catalog
Note: Electronic data is machine generated. May be incomplete or contain other coding.


Counter
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



Library of Congress subject headings for this publication: Derivative securities, Options (Finance)Futures, Swaps (Finance)