McDonald, Robert L.   1954- <br/><br/>
Derivatives markets / 
Robert L. McDonald. 
 - 2nd ed. 
 - Boston :  Addison-Wesley,  c2006. 
 - xxix, 964 p. :  ill. ;  24 cm. +  1 CD-ROM (4 3/4 in.) 
 - Addison-Wesley series in finance .
<br/><br/>Incluye referencias bibliográficas (p. 921-934) e índice 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>0321311493 (pbk.) 9780321311498 (pbk.) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivative securities.<br/>Derivados financieros<br/>Mercado de derivados
<br/><br/><label>LC Class. No.: </label>HG 6024  / M478d 2006 
<br/><br/><label>Dewey Class. No.: </label>332.64/57