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Derivatives Markets : Pearson Series in Finance - Robert L. McDonald

Derivatives Markets

Pearson Series in Finance

By: Robert L. McDonald (Contribution by)

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For courses in options, futures, and derivatives.

To be financially literate in today’s market, business students must have a solid understanding of derivatives concepts and instruments and the uses of those instruments in corporations.  The Third Edition has an accessible mathematical presentation, and more importantly, helps students gain intuition by linking theories and concepts together with an engaging narrative that emphasizes the core economic principles underlying the pricing and uses of derivatives.


The third edition has been updated to include new data and examples throughout.

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

ISBN: 9780321543080
ISBN-10: 0321543084
Series: Pearson Series in Finance
Audience: Tertiary; University or College
Format: Hardcover
Language: English
Number Of Pages: 992
Published: 6th September 2012
Country of Publication: US
Dimensions (cm): 26.04 x 20.96  x 3.81
Weight (kg): 1.73
Edition Number: 3