TY  - BOOK
AU  - McDonald,Robert L.
TI  - Derivatives markets
SN  - 0321311493 (pbk.)
AV  - HG 6024 M478d 2006
U1  - 332.64/57 
PY  - 2006///
CY  - Boston
PB  - Addison-Wesley
KW  - Derivative securities
KW  - Derivados financieros
KW  - Mercado de derivados
N1  - 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
ER  -