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toc - 119 15 American Option Pricing 142 16 Options on...

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1 Introduction 1 2 Futures Markets 7 3 Futures Prices 11 4 Using Futures Markets 21 5 Interest Rate Futures: Introduction 27 6 Interest Rate Futures: Refinements 36 7 Stock Index Futures: Introduction 44 8 Stock Index Futures: Refinements 50 9 Foreign Currency Futures 57 10 The Options Market 65 11 Option Payoffs and Option Strategies 73 12 Bounds on Option Prices 90 13 European Option Pricing 97 14 Option Sensitivities and Option Hedging 119
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Unformatted text preview: 119 15 American Option Pricing 142 16 Options on Stock Indexes, Foreign Currency, and Futures 163 17 The Options Approach to Corporate Securities 167 18 Exotic Options 177 19 Interest Rate Options 192 20 The Swaps Market: Introduction 207 21 Swaps: Economic Analysis and Pricing 214 22 Swaps: Applications 232 Solutions to Exercises for OPTION! 260 Contents iii...
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