OFOD8eCover  Options, Futures, and
Other Derivatives, Eighth Edition

 

  1. Introduction
  2. Mechanics of Futures Markets
  3. Hedging Strategies Using Futures
  4. Interest Rates
  5. Determination of Forward and Futures Prices
  6. Interest Rate Futures
  7. Swaps
  8. Securitization and the Credit Crisis of 2007
  9. Mechanics of Options Markets
  10. Properties of Stock Options
  11. Trading Strategies Involving Options
  12. Binomial Trees
  13. Wiener Processes and Ito’s Lemma
  14. The Black-Scholes-Merton Model
  15. Employee Stock Options
  16. Options on Stock Indices and Currencies
  17. Options on Futures
  18. Greek Letters
  19. Volatility Smiles
  20. Basic Numerical Procedures
  21. Value at Risk
  22. Estimating Volatilities and Correlations for Risk Management
  23. Credit Risk
  24. Credit Derivatives
  25. Exotic Options
  26. More on Models and Numerical Procedures
  27. Martingales and Measures
  28. Interest Rate Derivatives: The Standard Market Models
  29. Convexity, Timing and Quanto Adjustments
  30. Interest Rate Derivatives: Models of the Short Rate
  31. Interest Rate Derivatives: HJM and LMM
  32. Swaps Revisited
  33. Energy and Commodity Derivatives
  34. Real Options
  35. Derivatives Mishaps and What We Can Learn from Them

Glossary of Terms

DerivaGem Software

Major Exchanges Trading Futures and Options

Table for N(x) when x≤ 0

Table for N(x) when x≥0

Author index

Subject index