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Written in an accessible, non-technical style, Futures, Options, and Swaps is the most comprehensive text on derivatives markets available. As the only book to utilize such a reader-friendly, instructive approach, students will find the material readily comprehensible without a professor`s guidance, thereby freeing instructors to cover only the vital topics, or to teach a more technical course. New and updated information reflects current conditions in a variety of areas, including electronic trading platforms, globalization of markets, hedge funds, financial scandals involving derivatives, and government regulation. • Introduction. • Futures Markets. • Futures Prices. • Using Futures Markets. • Interest Rate Futures: An Introduction. • Interest Rate Futures: Refinements. • Security Futures Products: An Introduction. • Security Futures Products: Refinements. • Foreign Exchange Futures. • The Options Market. • Option Payoffs and Option Strategies. • Bounds on Option Prices. • European Option Pricing. • Option Sensitivities and Option Hedging. • American Option Pricing. • Options on Stock Indexes, Foreign Currency, and Futures. • The Options Approach to Corporate Securities. • Exotic Options. • Interest Rate Options. • The Swaps Market: An Introduction. • Swaps: Economic Analysis and Pricing. • Swaps: Applications.
ISBN : 9788126523665
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Pages : 840
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