Introduction to derivatives : options, futures, and swaps (Book, 2009) [WorldCat.org]
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Introduction to derivatives : options, futures, and swaps
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Introduction to derivatives : options, futures, and swaps

Author: R Stafford Johnson
Publisher: New York : Oxford University Press, 2009.
Edition/Format:   Print book : EnglishView all editions and formats
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: R Stafford Johnson
ISBN: 9780195301656 019530165X
OCLC Number: 1312496515
Description: xxxvii, 776 p. : ill. ; 26 cm. + 1 CD-ROM (4 3/4 in.)
Contents: PART I: OPTION STRATEGIES AND MARKETS --
1. Option Concepts and Fundamental Strategies --
2. The Option Market --
3. Option Strategies --
PART II: OPTION PRICING --
4. Fundamental Option Price Relations --
5. The Binomial Option Pricing Model --
6. The Binomial Pricing --
7. The Binomial Pricing of Options on Currencies and Bonds --
8. The Black-Scholes Option Pricing Model --
9. Applications of the Option Pricing Model, the Greeks, and Exotic Options --
PART III: FUTURES AND FUTURES OPTION CONTRACTS --
10. Futures and Forward Contracts --
11. Pricing Futures and Forward Contracts --
12. Options on Futures Contracts --
PART IV: MANAGING EQUITY, CURRENCY, AND DEBT POSITIONS WITH DERIVATIVES --
13. Managing Equity Positions with Stock Index Derivatives --
14. Managing Foreign Currency Positions with Derivatives --
15. Managing Fixed-Income Positions With Interest-Rate --
16. Managing Fixed-Income Positions With OTC Derivatives --
17. Interest Rate Swaps --
PART V: SWAPS --
18. Swap Derivatives: Forward Swaps and Swaptions --
19. Swap Valuation --
20. Currency and Credit Swaps --
PART VI: EMBEDDED OPTIONS AND ASSET-BACKED SECURITIES --
21. Embedded Options --
22. Mortgage- and Asset-Backed Securities and Their Derivatives
Responsibility: R. Stafford Johnson.
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