The Resource Derivatives markets, Robert L. McDonald

Derivatives markets, Robert L. McDonald

Label
Derivatives markets
Title
Derivatives markets
Statement of responsibility
Robert L. McDonald
Creator
Subject
Language
eng
Cataloging source
DLC
Dewey number
332.64/5
Index
index present
LC call number
HG6024.A3
LC item number
M3946 2002
Literary form
non fiction
Label
Derivatives markets, Robert L. McDonald
Publication
Note
Includes index
Bibliography note
Includes bibliographical references (p. 853-862) and index
http://library.link/vocab/branchCode
  • zbnus
  • mel
Contents
  • Ch. 1. Introduction to Derivatives -- Pt. 1. Insurance, Hedging, and Simple Strategies. Ch. 2. An Introduction to Forwards and Options. Ch. 3. Insurance, Collars, and Other Strategies. Ch. 4. Introduction to Risk Management -- Pt. 2. Forwards, Futures, and Swaps. Ch. 5. Financial Forwards and Futures. Ch. 6. Commodity Forwards and Futures. Ch. 7. Interest Rate Forwards and Futures. Ch. 8. Swaps -- Pt. 3. Options. Ch. 9. Parity and Other Option Relationships. Ch. 10. Binomial Option Pricing: I. Ch. 11. Binomial Option Pricing: II. Ch. 12. The Black-Scholes Formula. Ch. 13. Market-Making and Delta-Hedging. Ch. 14. Exotic Options: I -- Pt. 4. Financial Engineering and Applications. Ch. 15. Financial Engineering and Security Design. Ch. 16. Corporate Applications. Ch. 17. Real Options -- Pt. 5. Advanced Pricing Theory. Ch. 18. The Lognormal Distribution. Ch. 19. Monte Carlo Valuation. Ch. 20. Brownian Motion and Ito's Lemma. Ch. 21. The Black-Scholes Equation
  • Ch. 22. Exotic Options: II. Ch. 23. Interest Rate Models. Ch. 24. Risk Assessment -- App. A. The Greek Alphabet -- App. B. Continuous Compounding -- App. C. Jensen's Inequality -- App. D. An Introduction to VBA -- App. E. Option Functions Available in Excel
Control code
000023760868
Extent
p. cm
Isbn
9780201729603
Lccn
2002026085
http://library.link/vocab/recordID
.b20832722
System control number
  • 23760868dw
  • (OCoLC)63086949

Library Locations

    • Deakin University Library - Melbourne Burwood CampusBorrow it
      221 Burwood Highway, Burwood, Victoria, 3125, AU
      -37.846510 145.115099
    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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