Derivatives Markets, 3rd edition

• Preface

• Chapter 1 Introduction to Derivatives

PART ONE 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 TWO FORWARDS, FUTURES, AND SWAPS

• Chapter 5 Financial Forwards and Futures
• Chapter 6 Commodity Forwards and Futures
• Chapter 7 Interest Rate Forwards and Futures
• Chapter 8 Swaps

PART THREE OPTIONS

• Chapter 9 Parity and Other Option Relationships
• Chapter 10 Binomial Option Pricing: Basic Concepts
• Chapter 11 Binomial Option Pricing: Selected Topics
• Chapter 12 The Black-Scholes Formula
• Chapter 13 Market-Making and Delta-Hedging
• Chapter 14 Exotic Options: I

PART FOUR FINANCIAL ENGINEERING AND APPLICATIONS

• Chapter 15 Financial Engineering and Security Design
• Chapter 16 Corporate Applications
• Chapter 17 Real Options

PART FIVE ADVANCED PRICING THEORY AND APPLICATIONS

• Chapter 18 The Lognormal Distribution
• Chapter 19 Monte Carlo Valuation
• Chapter 20 Brownian Motion and Ito's Lemma
• Chapter 21 The Black-Scholes-Merton Equation
• Chapter 22 Risk-Neutral and Martingale Pricing
• Chapter 23 Exotic Options: II
• Chapter 24 Volatility
• Chapter 25 Interest Rate and Bond Derivatives
• Chapter 26 Value at Risk
• Chapter 27 Credit Risk

Appendixes

• App. A The Greek Alphabet
• App. B Continuous Compounding
• App. C Jensen's Inequality
• App. D An Introduction to Visual Basic for Applications

Glossary

References

Index