m48-toc - 185 Chapter 14 Exotic Options: I 199 Part Four...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
Table of Contents Chapter 1 Introduction to Derivatives 1 Part One Insurance, Hedging, and Simple Strategies Chapter 2 An Introduction to Forwards and Options 7 Chapter 3 Insurance, Collars, and Other Strategies 21 Chapter 4 Introduction to Risk Management 43 Part Two Forwards, Futures, and Swaps Chapter 5 Financial Forwards and Futures 66 Chapter 6 Commodity Forwards and Futures 80 Chapter 7 Interest Rate Forwards and Futures 89 Chapter 8 Swaps 104 Part Three Options Chapter 9 Parity and Other Option Relationships 112 Chapter 10 Binomial Option Pricing: I 123 Chapter 11 Binomial Option Pricing: II 138 Chapter 12 The Black-Scholes Formula 163 Chapter 13 Market-Making and Delta-Hedging
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: 185 Chapter 14 Exotic Options: I 199 Part Four Financial Engineering and Applications Chapter 15 Financial Engineering and Security Design 208 Chapter 16 Corporate Applications 220 Chapter 17 Real Options 232 Part Five Advanced Pricing Theory Chapter 18 The Lognormal Distribution 244 Chapter 19 Monte Carlo Valuation 249 Chapter 20 Brownian Motion and Its Lemma 257 Chapter 21 The Black-Scholes Equation 264 Chapter 22 Exotic Options: II 271 Chapter 23 Volatility 282 Chapter 24 Interest Rate Models 304 Chapter 25 Value at Risk 315 Chapter 26 Credit Risk 323...
View Full Document

This note was uploaded on 12/06/2011 for the course ECON 101 taught by Professor Adam during the Spring '06 term at Neumann.

Ask a homework question - tutors are online