@For those familiar with previous editions, the following are new features:
1. An update of contemporary market data references
2. Technical note references within chapters that direct students to more details on the Web site.
3. Solutions to end-of-chapter problems that are coded to chapter subheadings
4. Major revisions to Chapters 9 through 11 that improve the coverage of futures and forward markets.
5. Expanded coverage of credit derivatives in Chapter 15.
目 錄
1. Introduction
PART I Options
Ch 2. Structure of Options Markets
Ch 3. Principles of Option Pricing
Ch 4. Option Pricing Models: The Binomial Model
Ch 5. Option Pricing Models: The Black-Scholes-Merton Model
Ch 6. Basic Option Strategies
Ch 7. Advanced Option Strategies
PART II Forwards, Futures, and Swaps
Ch 8. The Structure of Forward and Futures Markets
Ch 9. Principles of Pricing Forwards, Futures, and Options on Futures
Ch10. Futures Arbitrage Strategies
Ch11. Forward and Futures Hedging, Spread, and Target Strategies
Ch12. Swaps
PART III Advanced Topics
Ch13. Interest Rate Forwards and Options
Ch14. Advanced Derivatives and Strategies
Ch15. Financial Risk Management Techniques and Applications
Ch16. Managing Risk in an Organization
