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Derivatives markets / Robert L. McDonald.

By: Material type: TextTextLanguage: English Series: Addison-Wesley series in financePublication details: Boston : Addison-Wesley, c2006.Edition: 2nd edDescription: xxix, 964 p. : ill. ; 24 cm. + 1 CD-ROM (4 3/4 in.)ISBN:
  • 0321311493 (pbk.)
  • 9780321311498 (pbk.)
Subject(s): DDC classification:
  • 332.64/57
LOC classification:
  • HG 6024 M478d 2006
Incomplete contents:
Ch. 1: Introduction to derivatives -- Ch. 2: An Introduction to forwards and options -- Ch. 3: Insurance, collars, and other strategies -- Ch. 4: Introductions to risk management -- Ch. 5: Financial forwards and futures -- Ch. 6: Commodity forwards and futures -- Ch. 7: Interest rates forwards and futures -- Ch. 8: Swaps -- Ch. 9: Parity and other option relationships -- Ch. 10: Binomial option ; Pricing 1 -- Ch. 11: Binomial option ; Pricing 2 -- Ch. 12: The Black-Scholes formula -- Ch. 13: Market-making and delta-hedging -- Ch. 14: Exotic options: 1 -- Ch. 15: Financial engineering and security design -- Ch. 16: Corporate applications -- Ch. 17: Real options -- 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: 2 -- Ch. 23: Volatility -- Ch. 24: Interest rate models -- Ch. 25: Value at risk -- Ch. 26: Credit risk.
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Holdings
Item type Current library Home library Collection Shelving location Call number Copy number Status Date due Barcode
Libro Libro Biblioteca Juan Bosch Biblioteca Juan Bosch Ciencias Sociales Ciencias Sociales (3er. Piso) HG 6024 M478d 2006 (Browse shelf(Opens below)) 1 Available 00000074189

Incluye referencias bibliográficas (p. 921-934) e índice

Ch. 1: Introduction to derivatives -- Ch. 2: An Introduction to forwards and options -- Ch. 3: Insurance, collars, and other strategies -- Ch. 4: Introductions to risk management -- Ch. 5: Financial forwards and futures -- Ch. 6: Commodity forwards and futures -- Ch. 7: Interest rates forwards and futures -- Ch. 8: Swaps -- Ch. 9: Parity and other option relationships -- Ch. 10: Binomial option ; Pricing 1 -- Ch. 11: Binomial option ; Pricing 2 -- Ch. 12: The Black-Scholes formula -- Ch. 13: Market-making and delta-hedging -- Ch. 14: Exotic options: 1 -- Ch. 15: Financial engineering and security design -- Ch. 16: Corporate applications -- Ch. 17: Real options -- 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: 2 -- Ch. 23: Volatility -- Ch. 24: Interest rate models -- Ch. 25: Value at risk -- Ch. 26: Credit risk.

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