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Derivatives markets / Robert L. McDonald.
Author
McDonald, Robert L. (Robert Lynch), 1954-
[Browse]
Format
Book
Language
English
Εdition
3rd ed.
Published/Created
Boston : Pearson, ©2013.
Description
xxviii, 948 pages : illustrations ; 27 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 2013
Browse related items
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Details
Subject(s)
Derivative securities
[Browse]
Series
Pearson series in finance
[More in this series]
Summary note
Accompanying CD-ROM contains ... "Microsoft Excel spreadsheets with option pricing functions and selected data."--Disc label.
Bibliographic references
Includes bibliographical references (p. 897-913) and index.
Contents
1. Introduction to derivatives
Part One : Insurance, hedging, and simple strategies. 2. An introduction to forwards and options
3. Insurance, collars, and other strategies
4. Introduction to risk management
-- Part Two : Forwards, futures, and swaps. 5. Financial forwards and futures
6. Commodity forwards and futures
7. Interest rate forwards and futures
8. Swaps
-- Part Three : Options. 9. Parity and other option relationships
10. Binomial option pricing : basic concepts
11. Binomial option pricing : selected topics
12. The Black-Scholes formula
13. Market-making and delta-hedging
14. Exotic options : I
-- Part Four : Financial engineering and applications. 15. Financial engineering and security design
16. Corporate applications
17. Real options
-- Part Five : Advanced pricing theory and applications. 18. The lognormal distribution
19. Monte Carlo valuation
20. Brownian motion and Itô's Lemma
21. The Black-Scholes-Merton equation
22. Risk-neutral and Martingale pricing
23. Exotic options : II
24. Volatility
25. Interest rate and bond derivatives
26. Value at risk
27. Credit risk
Appendix A. The Greek alphabet
Appendix B. Continuous compounding
Appendix C. Jensen's inequality
Appendix D. An introduction to visual basic for applications.
Machine generated contents note: ch. 1 Introduction to Derivatives
1.1. What Is a Derivative?
1.2. An Overview of Financial Markets
Trading of Financial Assets
Measures of Market Size and Activity
Stock and Bond Markets
Derivatives Markets
1.3. The Role of Financial Markets
Financial Markets and the Averages
Risk-Sharing
1.4. The Uses of Derivatives
Uses of Derivatives
Perspectives on Derivatives
Financial Engineering and Security Design
1.5. Buying and Short-Selling Financial Assets
Transaction Costs and the Bid-Ask Spread
Ways to Buy or Sell
Short-Selling
The Lease Rate of an Asset
Risk and Scarcity in Short-Selling
Chapter Summary
Further Reading
Problems
pt. ONE Insurance, Hedging, and Simple Strategies
ch. 2 An Introduction to Forwards and Options
2.1. Forward Contracts
The Payoff on a Forward Contract
Graphing the Payoff on a Forward Contract
Comparing a Forward and Outright Purchase.
Contents note continued: Computing Implied Volatility
Using Implied Volatility
12.6. Perpetual American Options
Valuing Perpetual Options
Barrier Present Values
12.A. The Standard Normal Distribution
12.B. Formulas for Option Greeks
Delta (Δ)
Gamma (γ)
Theta (θ)
Vega
Rho (ρ)
Psi (ψ)
ch. 13 Market-Making and Delta-Hedging
13.1. What Do Market-Makers Do-- 13.2. Market-Maker Risk
Option Risk in the Absence of Hedging
Delta and Gamma as Measures of Exposure
13.3. Delta-Hedging
An Example of Delta-Hedging for 2 Days
Interpreting the Profit Calculation
Delta-Hedging for Several Days
A Self-Financing Portfolio: The Stock Moves One σ
13.4. The Mathematics of Delta-Hedging
Using Gamma to Better Approximate the Change in the Option Price
Delta-Gamma Approximations
Theta: Accounting for Time
Understanding the Market-Maker's Profit.
Note continued: Zero-Coupon Bonds in Payoff and Profit Diagrams
Cash Settlement Versus Delivery
Credit Risk
2.2. Call Options
Option Terminology
Payoff and Profit for a Purchased Call Option
Payoff and Profit for a Written Call Option
2.3. Put Options
Payoff and Profit for a Purchased Put Option
Payoff and Profit for a Written Put Option
The "Moneyness" of an Option
2.4. Summary of Forward and Option Positions
Positions Long with Respect to the Index
Positions Short with Respect to the Index
2.5. Options Are Insurance
Homeowner's Insurance Is a Put Option
But I Thought Insurance Is Prudent and Put Options Are Risky ...
Call Options Are Also Insurance
2.6. Example: Equity-Linked CDs
Graphing the Payoff on the CD
Economics of the CD
Why Equity-Linked CDs?
2.A. More on Buying a Stock Option
Dividends
Exercise
Margins for Written Options
Taxes.
Note continued: ch. 3 Insurance, Collars, and Other Strategies
3.1. Basic Insurance Strategics
Insuring a Long Position: Floors
Insuring a Short Position: Caps
Selling Insurance
3.2. Put-Call Parity
Synthetic Forwards
The Put-Call Parity Equation
3.3. Spreads and Collars
Bull and Bear Spreads
Box Spreads
Ratio Spreads
Collars
3.4. Speculating on Volatility
Straddles
Butterfly Spreads
Asymmetric Butterfly Spreads
ch. 4 Introduction to Risk Management
4.1. Basic Risk Management: The Producer's Perspective
Hedging with a Forward Contract
Insurance: Guaranteeing a Minimum Price with a Put Option
Insuring by Selling a Call
Adjusting the Amount of Insurance
4.2. Basic Risk Management: The Buyer's Perspective
Insurance: Guaranteeing a Maximum Price with a Call Option
4.3. Why Do Firms Manage Risk?
Note continued: An Example Where Hedging Adds Value
Reasons to Hedge
Reasons Not to Hedge
Empirical Evidence on Hedging
4.4. Golddiggers Revisited
Selling the Gain: Collars
Other Collar Strategies
Paylater Strategies
4.5. Selecting the Hedge Ratio
Cross-Hedging
Quantity Uncertainty
pt. TWO Forwards, Futures, and Swaps
ch. 5 Financial Forwards and Futures
5.1. Alternative Ways to Buy a Stock
5.2. Prepaid Forward Contracts on Stock
Pricing the Prepaid Forward by Analogy
Pricing the Prepaid Forward by Discounted Present Value
Pricing the Prepaid Forward by Arbitrage
Pricing Prepaid Forwards with Dividends
5.3. Forward Contracts on Stock
Does the Forward Price Predict the Future Spot Price?
Creating a Synthetic Forward Contract
Synthetic Forwards in Market-Making and Arbitrage
No-Arbitrage Bounds with Transaction Costs
Quasi-Arbitrage.
Note continued: An Interpretation of the Forward Pricing Formula
5.4. Futures Contracts
The S & P 500 Futures Contract
Margins and Marking to Market
Comparing Futures and Forward Prices
Arbitrage in Practice: S & P 500 Index Arbitrage
Quanto Index Contracts
5.5. Uses of Index Futures
Asset Allocation
Cross-hedging with Index Futures
5.6. Currency Contracts
Currency Prepaid Forward
Currency Forward
Covered Interest Arbitrage
5.7. Eurodollar Futures
5.A. Taxes and the Forward Rate
5.B. Equating Forwards and Futures
5.C. Forward and Futures Prices
ch. 6 Commodity Forwards and Futures
6.1. Introduction to Commodity Forwards
Examples of Commodity Futures Prices
Differences Between Commodities and Financial Assets
Commodity Terminology
6.2. Equilibrium Pricing of Commodity Forwards
6.3. Pricing Commodity Forwards by Arbitrage
An Apparent Arbitrage.
Note continued: Short-selling and the Lease Rate
No-Arbitrage Pricing Incorporating Storage Costs
Convenience Yields
Summary
6.4. Gold
Gold Leasing
Evaluation of Gold Production
6.5. Corn
6.6. Energy Markets
Electricity
Natural Gas
Oil
Oil Distillate Spreads
6.7. Hedging Strategies
Basis Risk
Hedging Jet Fuel with Crude Oil
Weather Derivatives
6.8. Synthetic Commodities
ch. 7 Interest Rate Forwards and Futures
7.1. Bond Basics
Zero-Coupon Bonds
Implied Forward Rates
Coupon Bonds
Zeros from Coupons
Interpreting the Coupon Rate
Continuously Compounded Yields
7.2. Forward Rate Agreements, Eurodollar Futures, and Hedging
Forward Rate Agreements
Synthetic FRAs
Eurodollar Futures
7.3. Duration and Convexity
Price Value or a Basis Point and DV01
Duration
Duration Matching
Convexity
7.4. Treasury-Bond and Treasury-Note Futures.
Note continued: 7.5. Repurchase Agreements
7.A. Interest Rate and Bond Price Conventions
Bonds
Bills
ch. 8 Swaps
8.1. An Example of a Commodity Swap
Physical Versus Financial Settlement
Why Is the Swap Price Not $110.50?
The Swap Counterparty
The Market Value of a Swap
8.2.Computing the Swap Rate in General
Fixed Quantity Swaps
Swaps with Variable Quantity and Price
8.3. Interest Rate Swaps
A Simple Interest Rate Swap
Pricing and the Swap Counterparty
Swap Rate and Bond Calculations
The Swap Curve
The Swap's Implicit Loan Balance
Deferred Swaps
Related Swaps
Why Swap Interest Rates?
Amortizing and Accreting Swaps
8.4. Currency Swaps
Currency Swap Formulas
Other Currency Swaps
8.5. Swaptions
8.6. Total Return Swaps
pt. THREE Options
ch. 9 Parity and Other Option Relationships.
Note continued: 9.1. Put-Call Parity
Options on Stocks
Options on Currencies
Options on Bonds
Dividend Forward Contracts
9.2. Generalized Parity and Exchange Options
Options to Exchange Stock
What Are Calls and Puts?
Currency Options
9.3.Comparing Options with Respect to Style, Maturity, and Strike
European Versus American Options
Maximum and Minimum Option Prices
Early Exercise for American Options
Time to Expiration
Different Strike Prices
Exercise and Moneyness
9.A. Parity Bounds for American Options
9.B. Algebraic Proofs of Strike-Price Relations
ch. 10 Binomial Option Pricing: Basic Concepts
10.1.A One-Period Binomial Tree
Computing the Option Price
The Binomial Solution
Arbitraging a Mispriced Option
A Graphical Interpretation of the Binomial Formula
Risk-Neutral Pricing
10.2. Constructing a Binomial Tree
Continuously Compounded Returns.
Note continued: Volatility
Constructing u and d
Estimating Historical Volatility
One-Period Example with a Forward Tree
10.3. Two or More Binomial Periods
A Two-Period European Call
Many Binomial Periods
10.4. Put Options
10.5. American Options
10.6. Options on Other Assets
Option on a Stock Index
Options on Futures Contracts
Options on Commodities
10.A. Taxes and Option Prices
ch. 11 Binomial Option Pricing: Selected Topics
11.1. Understanding Early Exercise
11.2. Understanding Risk-Neutral Pricing
The Risk-Neutral Probability
Pricing an Option Using Real Probabilities
11.3. The Binomial Tree and Lognormality
The Random Walk Model
Modeling Stock Prices as a Random Walk
The Binomial Model
Lognormality and the Binomial Model
Alternative Binomial Trees
Is the Binomial Model Realistic?
Note continued: 11.4. Stocks Paying Discrete Dividends
Modeling Discrete Dividends
Problems with the Discrete Dividend Tree
A Binomial Tree Using the Prepaid Forward
11.A. Pricing Options with True Probabilities
11.B. Why Does Risk-Neutral Pricing Work?
Utility-Based Valuation
Standard Discounted Cash Flow
Physical vs. Risk-Neutral Probabilities
Example
ch. 12 The Black-Scholes Formula
12.1. Introduction to the Black-Scholes Formula
Call Options
Put Options
When Is the Black-Scholes Formula Valid?
12.2. Applying the Formula to Other Assets
Options on Stocks with Discrete Dividends
Options on Futures
12.3. Option Greeks
Definition of the Greeks
Greek Measures for Portfolios
Option Elasticity
12.4. Profit Diagrams Before Maturity
Purchased Call Option
Calendar Spreads
12.5. Implied Volatility.
Note continued: 13.5. The Black-Scholes Analysis
The Black-Scholes Argument
Delta-Hedging of American Options
What Is the Advantage to Frequent Re-Hedging?
Delta-Hedging in Practice
Gamma-Neutrality
13.6. Market-Making as Insurance
Insurance
Market-Makers
13.A. Taylor Series Approximations
13.B. Greeks in the Binomial Model
ch. 14 Exotic Options: I
14.1. Introduction
14.2. Asian Options
XYZ's Hedging Problem
Options on the Average
Comparing Asian Options
An Asian Solution for XYZ
14.3. Barrier Options
Types of Barrier Options
Currency Hedging
14.4.Compound Options
Compound Option Parity
Options on Dividend-Paying Stocks
Currency Hedging with Compound Options
14.5. Gap Options
14.6. Exchange Options
European Exchange Options
14.A. Pricing Formulas for Exotic Options.
Note continued: Asian Options Based on the Geometric Average
Compound Options
Infinitely Lived Exchange Option
pt. FOUR Financial Engineering and Applications
ch. 15 Financial Engineering and Security Design
15.1. The Modigliani-Miller Theorem
15.2. Structured Notes without Options
Single Payment Bonds
Multiple Payment Bonds
15.3. Structured Notes with Options
Convertible Bonds
Reverse Convertible Bonds
Tranched Payoffs
Variable Prepaid Forwards
15.4. Strategies Motivated by Tax and Regulatory Considerations
Capital Gains Deferral
Marshall & Ilsley SPACES
15.5. Engineered Solutions for Golddiggers
Gold-Linked Notes
Notes with Embedded Options
ch. 16 Corporate Applications
16.1. Equity, Debt, and Warrants
Debt and Equity as Options
Leverage and the Expected Return on Debt and Equity
Multiple Debt Issues
Warrants
Callable Bonds.
Note continued: Bond Valuation Based on the Stock Price
Other Bond Features
Put Warrants
16.2.Compensation Options
The Use of Compensation Options
Valuation of Compensation Options
Repricing of Compensation Options
Reload Options
Level 3 Communications
16.3. The Use of Collars in Acquisitions
The Northrop Grumman
TRW merger
16.A. An Alternative Approach to Expensing Option Grants
ch. 17 Real Options
17.1. Investment and the NPV Rule
Static NPV
The Correct Use of NPV
The Project as an Option
17.2. Investment under Uncertainty
A Simple DCF Problem
Valuing Derivatives on the Cash Flow
Evaluating a Project with a 2-Year Investment Horizon
Evaluating the Project with an Infinite Investment Horizon
17.3. Real Options in Practice
Peak-Load Electricity Generation
Research and Development
17.4.Commodity Extraction as an Option.
Note continued: Single-Barrel Extraction under Certainty
Single-Barrel Extraction under Uncertainty
Valuing an Infinite Oil Reserve
17.5.Commodity Extraction with Shutdown and Restart Options
Permanent Shutting Down
Investing When Shutdown Is Possible
Restarting Production
Additional Options
17.A. Calculation of Optimal Time to Drill an Oil Well
17.B. The Solution with Shutting Down and Restarting
pt. FIVE Advanced Pricing Theory and Applications
ch. 18 The Lognormal Distribution
18.1. The Normal Distribution
Converting a Normal Random Variable to Standard Normal
Sums of Normal Random Variables
18.2. The Lognormal Distribution
18.3.A Lognormal Model of Stock Prices
18.4. Lognormal Probability Calculations
Probabilities
Lognormal Prediction Intervals
The Conditional Expected Price
The Black-Scholes Formula.
Note continued: 18.5. Estimating the Parameters of a Lognormal Distribution
18.6. How Are Asset Prices Distributed?
Histograms
Normal Probability Plots
18.A. The Expectation of a Lognormal Variable
18.B. Constructing a Normal Probability Plot
ch. 19 Monte Carlo Valuation
19.1.Computing the Option Price as a Discounted Expected Value
Valuation with Risk-Neutral Probabilities
Valuation with True Probabilities
19.2.Computing Random Numbers
19.3. Simulating Lognormal Stock Prices
Simulating a Sequence of Stock Prices
19.4. Monte Carlo Valuation
Monte Carlo Valuation of a European Call
Accuracy of Monte Carlo
Arithmetic Asian Option
19.5. Efficient Monte Carlo Valuation
Control Variate Method
Other Monte Carlo Methods
19.6. Valuation of American Options
19.7. The Poisson Distribution
19.8. Simulating Jumps with the Poisson Distribution.
Note continued: Simulating the Stock Price with Jumps
Multiple Jumps
19.9. Simulating Correlated Stock Prices
Generating n Correlated Lognormal Random Variables
19.A. Formulas for Geometric Average Options
ch. 20 Brownian Motion and Ito's Lemma
20.1. The Black-Scholes Assumption about Stock Prices
20.2. Brownian Motion
Definition of Brownian Motion
Properties of Brownian Motion
Arithmetic Brownian Motion
The Ornstein-Uhlenbeck Process
20.3. Geometric Brownian Motion
Lognormality
Relative Importance of the Drift and Noise Terms
Multiplication Rules
Modeling Correlated Asset Prices
20.4. Ito's Lemma
Functions of an Ito Process
Multivariate Ito's Lemma
20.5. The Sharpe Ratio
20.6. Risk-Neutral Valuation
A Claim That Pays S(T)a
Specific Examples
Valuing a Claim on Sa Qb
20.7. Jumps in the Stock Price
Problems.
Note continued: 20.A. Valuation Using Discounted Cash Flow
ch. 21 The Black-Scholes-Merton Equation
21.1. Differential Equations and Valuation under Certainty
The Valuation Equation
Dividend-Paying Stocks
The General Structure
21.2. The Black-Scholes Equation
Verifying the Formula for a Derivative
The Black-Scholes Equation and Equilibrium Returns
What If the Underlying Asset Is Not an Investment Asset?
21.3. Risk-Neutral Pricing
Interpreting the Black-Scholes Equation
The Backward Equation
Derivative Prices as Discounted Expected Cash Flows
21.4. Changing the Numeraire
21.5. Option Pricing When the Stock Price Can Jump
Merton's Solution for Diversifiable Jumps
21.A. Multivariate Black-Scholes Analysis
21.B. Proof of Proposition 21.1
21.C. Solutions for Prices and Probabilities
ch. 22 Risk-Neutral and Martingale Pricing.
Note continued: 22.1. Risk Aversion and Marginal Utility
22.2. The First-Order Condition for Portfolio Selection
22.3. Change of Measure and Change of Numeraire
Change of Measure
The Martingale Property
Girsanov's Theorem
22.4. Examples of Numeraire and Measure Change
The Money-Market Account as Numeraire (Risk-Neutral Measure)
Risky Asset as Numeraire
Zero Coupon Bond as Numeraire (Forward Measure)
22.5. Examples of Martingale Pricing
Cash-or-Nothing Call
Asset-or-Nothing Call
The Black-Scholes Formula
European Outperformance Option
Option on a Zero-Coupon Bond
22.6. Example: Long-Maturity Put Options
The Black-Scholes Put Price Calculation
Is the Put Price Reasonable?
Discussion
22.A. The Portfolio Selection Problem
The One-Period Portfolio Selection Problem
The Risk Premium of an Asset
Multiple Consumption and Investment Periods
22.B. Girsanov's Theorem.
Note continued: The Theorem
Constructing Multi-Asset Processes from Independent Brownian Motions
22.C. Risk-Neutral Pricing and Marginal Utility in the Binomial Model
ch. 23 Exotic Options: II
23.1. All-or-Nothing Options
Terminology
Cash-or-Nothing Options
Asset-or-Nothing Options
Ordinary Options and Gap Options
Delta-Hedging All-or-Nothing Options
23.2. All-or-Nothing Barrier Options
Cash-or-Nothing Barrier Options
Asset-or-Nothing Barrier Options
Rebate Options
Perpetual American Options
23.3. Barrier Options
23.4. Quantos
The Yen Perspective
The Dollar Perspective
A Binomial Model for the Dollar-Denominated Investor
23.5. Currency-Linked Options
Foreign Equity Call Struck in Foreign Currency
Foreign Equity Call Struck in Domestic Currency
Fixed Exchange Rate Foreign Equity Call
Equity-Linked Foreign Exchange Call
23.6. Other Multivariate Options
Options on the Best of Two Assets.
Note continued: Basket Options
23.A. The Reflection Principle
ch. 24 Volatility
24.1. Implied Volatility
24.2. Measurement and Behavior of Volatility
Historical Volatility
Exponentially Weighted Moving Average
Time-Varying Volatility: ARCH
The GARCH Model
Realized Quadratic Variation
24.3. Hedging and Pricing Volatility
Variance and Volatility Swaps
Pricing Volatility
24.4. Extending the Black-Scholes Model
Jump Risk and Implied Volatility
Constant Elasticity of Variance
The Heston Model
Evidence
ch. 25 Interest Rate and Bond Derivatives
25.1. An Introduction to Interest Rate Derivatives
Bond and Interest Rate Forwards
Options on Bonds and Rates
Equivalence of a Bond Put and an Interest Rate Call
Taxonomy of Interest Rate Models
25.2. Interest Rate Derivatives and the Black-Scholes-Merton Approach.
Note continued: An Equilibrium Equation for Bonds
25.3. Continuous-Time Short-Rate Models
The Rendelman-Bartter Model
The Vasicek Model
The Cox-Ingersoll-Ross Model
Comparing Vasicek and CIR
Duration and Convexity Revisited
25.4. Short-Rate Models and Interest Rate Trees
An Illustrative Tree
The Black-Derman-Toy Model
Hull-White Model
25.5. Market Models
The Black Model
LIBOR Market Model
25.A. Constructing the BDT Tree
ch. 26 Value at Risk
26.1. Value at Risk
Value at Risk for One Stock
VaR for Two or More Stocks
VaR for Nonlinear Portfolios
VaR for Bonds
Estimating Volatility
Bootstrapping Return Distributions
26.2. Issues with VaR
Alternative Risk Measures
VaR and the Risk-Neutral Distribution
Subadditive Risk Measures
ch. 27 Credit Risk
27.1. Default Concepts and Terminology.
Note continued: 27.2. The Merton Default Model
Default at Maturity
Related Models
27.3. Bond Ratings and Default Experience
Rating Transitions
Recovery Rates
Reduced Form Bankruptcy Models
27.4. Credit Default Swaps
Single-Name Credit Default Swaps
Pricing a Default Swap
CDS Indices
Other Credit-Linked Structures
27.5. Tranched Structures
Collateralized Debt Obligations
CDO-Squareds
Nth to default baskets
Appendix A The Greek Alphabet
Appendix B Continuous Compounding
B.1. The Language of Interest Rates
B.2. The Logarithmic and Exponential Functions
Changing Interest Rates
Symmetry for Increases and Decreases
Appendix C Jensen's Inequality
C.1. Example: The Exponential Function
C.2. Example: The Price of a Call
C.3. Proof of Jensen's Inequality
Appendix D An Introduction to Visual Basic for Applications.
Note continued: D.1. Calculations without VBA
D.2. How to Learn VBA
D.3. Calculations with VBA
Creating a Simple Function
A Simple Example of a Subroutine
Creating a Button to Invoke a Subroutine
Functions Can Call Functions
Illegal Function Names
Differences between Functions and Subroutines
D.4. Storing and Retrieving Variables in a Worksheet
Using a Named Range to Read and Write Numbers from the Spreadsheet
Reading and Writing to Cells That Are Not Named
Using the Cells Function to Read and Write to Cells
Reading from within a Function
D.5. Using Excel Functions from within VBA
Using VBA to Compute the Black-Scholes Formula
The Object Browser
D.6. Checking for Conditions
D.7. Arrays
Defining Arrays
D.8. Iteration
A Simple for Loop
Creating a Binomial Tree
Other Kinds of Loops
D.9. Reading and Writing Arrays
Arrays as Output
Arrays as Inputs
D.10. Miscellany.
Note continued: Getting Excel to Generate Macros for You
Using Multiple Modules
Recalculation Speed
Debugging
Creating an Add-In.
Show 675 more Contents items
ISBN
9780321543080
0321543084
9780136118275
0136118275
LCCN
2012029875
OCLC
801996784
Other standard number
40021469672
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