1.
Introduction.
2. Futures Markets.
3. Futures Prices.
4. Using Futures Markets.
5. Interest Rate Futures: Introduction.
6. Interest Rate Futures: Refinements.
7. Stock Index Futures: Introduction.
8. Stock Index Futures: Refinements.
9. Foreign Currency Features.
10. The Options Market.
11. Option Payoffs and Option Strategies.
12. Bounds on Option Prices.
13. European Option Pricing.
14. Option Sensitivities and Option Hedging.
15. American Option Pricing.
16. Options on Stock Indexes, Foreign Currency, and
Futures. |
17.
The Options Approach to Corporate Securities.
18. Exotic Options.
19. Interest Rate Options.
20. The Swaps Market: Introduction.
21. Swaps: Economic Analysis and Pricing.
22. Swaps: Applications.
OPTION! Installation and Tutorial.
Exercises for OPTION!
Appendix A:
Summary of Accounting Rules for Derivative Instruments.
Appendix B:
Cumulative Distribution Function for the Standard Normal
Random Variable.
Answers to Selected End-of-Chapter Problems.
Index. |
