Derivatives + WS – Markets, Valuation, and Risk Management

<p>Preface ix</p>
<p>Acknowledgments xxv</p>
<p>About the Author xxvii</p>
<p>PART ONE: Derivative Markets 1</p>
<p>CHAPTER 1: Derivative Contracts and Markets 3</p>
<p>PART TWO: Fundamentals of Valuation 49</p>
<p>CHAPTER 2: Assumptions and Interest Rate Mechanics 51</p>
<p>CHAPTER 3: Relation between Return and Risk 89</p>
<p>PART THREE: Forwards/Futures/Swap Valuation 119</p>
<p>CHAPTER 4: No–Arbitrage Price Relations: Forwards, Futures, Swaps 121</p>
<p>CHAPTER 5: Risk Management Strategies: Futures 143</p>
<p>PART FOUR: Option Valuation 173</p>
<p>CHAPTER 6: No–Arbitrage Price Relations: Options 175</p>
<p>CHAPTER 7: Valuing Standard Options Analytically 201</p>
<p>CHAPTER 8: Valuing Nonstandard Options Analytically 261</p>
<p>CHAPTER 9: Valuing Options Numerically 303</p>
<p>CHAPTER 10: Risk Management Strategies: Options 347</p>
<p>PART FIVE: Stock Derivatives 381</p>
<p>CHAPTER 11: Stock Products 383</p>
<p>CHAPTER 12: Corporate Securities 419</p>
<p>CHAPTER 13: Compensation Agreements 451</p>
<p>PART SIX: Stock Index Derivatives 467</p>
<p>CHAPTER 14: Stock Index Products: Futures and Options 469</p>
<p>CHAPTER 15: Stock Index Products: Strategy Based 517</p>
<p>PART SEVEN: Currency Derivatives 563</p>
<p>CHAPTER 16: Currency Products 565</p>
<p>PART EIGHT: Interest Rate Derivatives 601</p>
<p>CHAPTER 17: Interest Rate Products: Futures and Options 603</p>
<p>CHAPTER 18: Interest Rate Products: Swaps 637</p>
<p>CHAPTER 19: Credit Products 679</p>
<p>CHAPTER 20: Valuing Interest Rate Products Numerically 705</p>
<p>PART NINE: Commodity Derivatives 729</p>
<p>CHAPTER 21: Commodity Products 731</p>
<p>PART TEN: Lessons Learned 771</p>
<p>CHAPTER 22: Key Lessons 773</p>
<p>APPENDICES</p>
<p>A. Elementary Statistics 779</p>
<p>B. Regression Analysis 821</p>
<p>C. Statistical Tables 861</p>
<p>D. Glossary 869</p>
<p>INDEX 897</p>