内容提要
本书适用于商学和经济学研究生和高年级本科生选修课。对那些想获得如何分析衍生证券实际知识的实际工作者来说，本书也适合。 ……
目录
INTRODUCTION
FUTURES MARKETS AND THE USE OF FUTURES FOR HEDGING
FORWARD AND FUTURES PRICES
INTEREST RATE FUTURES
SWAPS
OPTIONS MARKETS
PROPERTIES OF STOCK OPTION PRICES
INTRODUCTION TO BINOMIAL TREES
MODEL OF THE BEHAVIOR OF STOCK PRICES
THE BLACK-SCHOLES ANALYSPTIONS ON STOCK INDICES,CURRENCIES,AND FUTURES CONTRACTS
GENERAL APPROACH TO PRICING DERIVATIVES
THE MANAGEMENT OF MARKET RISK
NUMERICAL PROCEDURES
INTEREST RATE DERIVATIVES AND THE USE OF BLACK'S MODEL
INTEREST RATE DERIVATIVES AND MODELS OF THE YIELD CURVE
EXOTIC OPTIONS
ALTERNATIVES TO BLACK-SCHOLES FOR OPTION PRICING
CREDIT RISK AND REGULATORY CAPITAL
REVIEW OF KEY CONCEPTS
FUTURES MARKETS AND THE USE OF FUTURES FOR HEDGING
FORWARD AND FUTURES PRICES
INTEREST RATE FUTURES
SWAPS
OPTIONS MARKETS
PROPERTIES OF STOCK OPTION PRICES
INTRODUCTION TO BINOMIAL TREES
MODEL OF THE BEHAVIOR OF STOCK PRICES
THE BLACK-SCHOLES ANALYSPTIONS ON STOCK INDICES,CURRENCIES,AND FUTURES CONTRACTS
GENERAL APPROACH TO PRICING DERIVATIVES
THE MANAGEMENT OF MARKET RISK
NUMERICAL PROCEDURES
INTEREST RATE DERIVATIVES AND THE USE OF BLACK'S MODEL
INTEREST RATE DERIVATIVES AND MODELS OF THE YIELD CURVE
EXOTIC OPTIONS
ALTERNATIVES TO BLACK-SCHOLES FOR OPTION PRICING
CREDIT RISK AND REGULATORY CAPITAL
REVIEW OF KEY CONCEPTS
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