Derivatives markets / Robert L. McDonald.

Author
McDonald, Robert L. (Robert Lynch), 1954- [Browse]
Format
Book
Language
English
Εdition
2nd ed.
Published/​Created
Boston : Addison-Wesley, ©2006.
Description
xxix, 964 pages : illustrations ; 24 cm + 1 CD-ROM (4 3/4 in.).

Availability

Copies in the Library

Location Call Number Status Location Service Notes
Engineering Library - Stacks HG6024.A3 M394 2006 Browse related items Request
    Firestone Library - Stacks HG6024.A3 M394 2006 Browse related items Request
      Forrestal Annex - ReserveHG6024.A3 M394 2006 Browse related items Request

        Details

        Subject(s)
        Series
        Summary note
        "Derivatives Markets presents a comprehensive and in-depth treatment of futures, options, and other derivatives in a mathematically accessible and intuitive manner. It is both a clear introduction for the novice and a life-long reference for the practitioner."--Jacket.
        Bibliographic references
        Includes bibliographical references (p. 921-934) and index.
        System details
        System requirements for accompanying CD-ROM: Windows or Macintosh, Excel 97 or better.
        Contents
        • Ch. 1. Introduction to derivatives
        • Ch. 2. An introduction to forwards and options
        • Ch. 3. Insurance, collars, and other strategies
        • Ch. 4. Introduction to risk management
        • Ch. 5. Financial forwards and futures
        • Ch. 6. Commodity forwards and futures
        • Ch. 7. Interest rate forwards and futures
        • Ch. 8. Swaps
        • Ch. 9. Parity and other option relationships
        • Ch. 10. Binomial option pricing : I
        • Ch. 11. Binomial option pricing : II
        • Ch. 12. The Black-Scholes formula
        • Ch. 13. Market-making and delta-hedging
        • Ch. 14. Exotic options : I
        • 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 : II
        • Ch. 23. Volatility
        • Ch. 24. Interest rate models.
        ISBN
        • 032128030X
        • 9780321280305
        • 0321311493 ((pbk.))
        • 9780321311498 ((pbk.))
        • 9780321318121
        • 0321318129
        LCCN
        2005057218
        OCLC
        • 1310558490
        • 60837810
        International Article Number
        • 9780321280305
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