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Document Type: | Book |
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All Authors / Contributors: |
R Stafford Johnson |
ISBN: | 9780195301656 019530165X |
OCLC Number: | 474178296 |
Description: | xxxvii, 776 s. : illustrations + 1 cd-rom i lomme |
Contents: | LIST OF EXHIBITS; List of Figures; List of Tables; Preface; 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 of Options on Dividend-Paying Stocks and Stock Indices; 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 Derivatives; 16: Managing Fixed-Income Positions with OTC Derivatives; PART IV: SWAPS; 17: Interest Rate Swaps; 18: Swap Derivatives: Forward Swaps and Swaptions; 19: Swap Valuation; 20: Currency and Credit Swaps; PART V: EMBEDDED OPTIONS AND ASSET-BACKED SECURITIES; 21: Embedded Options; 22: Mortgage and Asset-Backed Securities and Their Derivatives; APPENDIX A: Exponents and Logarithms; APPENDIX B: Statistical Concepts; APPENDIX C: Bond Fundamentals; APPENDIX D: Guide to Derivative Excel Programs; APPENDIX E: Guide to Bloomberg's Derivative Information and Programs; ANSWERS TO SELECTED END-OF-THE- PROBLEMS; GLOSSERY OF TERMS; Index |
Responsibility: | R. Stafford Johnson |
Abstract:
Derivatives: Markets, Strategies, and Applications provides a thorough explanation of derivatives from the basic concepts, strategies, and fundamentals to a more detailed understanding of the advanced strategies and pricing models.
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