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For courses in options, futures, and derivatives. To be financially literate in today’s market, business students must have a solid understanding of derivatives concepts and instruments and the uses of those instruments in corporations.  The 3rd Edition has an accessible mathematical presentation, and more importantly, helps students gain intuition by linking theories and concepts together with an engaging narrative that emphasises the core economic principles underlying the pricing and uses of derivatives. The 3rd edition has been updated to include new data and examples throughout.   The full text downloaded to your computer With eBooks you can: search for key concepts, words and phrases make highlights and notes as you study share your notes with friends eBooks are downloaded to your computer and accessible either offline through the Bookshelf (available as a free download), available online and also via the iPad and Android apps. Upon purchase, you'll gain instant access to this eBook. Time limit The eBooks products do not have an expiry date. You will continue to access your digital ebook products whilst you have your Bookshelf installed.

Derivatives Markets: Pearson New International Edition

• Contents


• Glossary


• A


• B


• C


• D


• E


• F


• G


• H


• I


• J


• K


• L


• M


• N


• O


• P


• Q


• R


• S


• T


• U


• V


• W


• Y


• Z


• 1. Introduction to Derivatives


• 2. Insurance, Hedging, and Simple Strategies


• 3. An Introduction to Forwards and Options


• 4. Insurance, Collars, and Other Strategies


• 5. Introduction to Risk Management


• 6. Forwards, Futures, and Swaps


• 7. Commodity Forwards and Futures


• 8. Financial Forwards and Futures


• 9. Interest Rate Forwards and Futures


• 10. Swaps


• 11. Options


• 12. Parity and Other Option Relationships


• 13. Binomial Option Pricing: Basic Concepts


• 14. Binomial Option Pricing: Selected Topics


• 15. The Black-Scholes Formula


• 16. Market-Making and Delta-Hedging


• 17. Exotic Options I


• 18. Financial Engineering and Applications


• 19. Financial Engineering and Security Design


• 20. Corporate Applications


• 21. Real Options


• 22. Advanced Pricing Theory and Applications


• 23. The Lognormal Distribution


• 24. Monte Carlo Valuation


• 25. Brownian Motion and Itô?s Lemma


• 26. The Black-Scholes-Merton Equation


• 27. Risk-Neutral and Martingale Pricing


• 28. Exotic Options II


• 29. Volatility


• 30. Interest Rate and Bond Derivatives


• 31. Value at Risk


• 32. Credit Risk


• Appendix: Contin