بازارهای مشتقه (ویرایش دوم)

To be financially literate in today's market, business students must have a solid understanding of derivatives concepts and instruments and the uses of those instruments in corporations. The Second Edition has an accessible mathematical presentation, and more importantly, helps students gain intuition by linking theories and concepts together with an engaging narrative that emphasizes the core economic principles underlying the pricing and uses of derivatives. Derivatives Markets Presents A Comprehensive And In-depth Treatment Of Futures, Options, And Other Derivatives In A Mathematically Accessible And Intuitive Manner. It Is Both A Clear Introduction For The Novice And A Life-long Reference For The Practitioner.--jacket. Ch. 1. Introduction To Derivatives -- Ch. 2. An Introduction To Forwards And Options -- Ch. 3. Insurance, Collars, And Other Strategies -- Ch. 4. Introduction To Risk Management -- Ch. 5. Financial Forwards And Futures -- Ch. 6. Commodity Forwards And Futures -- Ch. 7. Interest Rate Forwards And Futures -- Ch. 8. Swaps -- Ch. 9. Parity And Other Option Relationships -- Ch. 10. Binomial Option Pricing : I -- Ch. 11. Binomial Option Pricing : Ii -- Ch. 12. The Black-scholes Formula -- Ch. 13. Market-making And Delta-hedging -- Ch. 14. Exotic Options : I -- Ch. 15. Financial Engineering And Security Design -- Ch. 16. Corporate Applications -- Ch. 17. Real Options -- Ch. 18. The Lognormal Distribution -- Ch. 19. Monte Carlo Valuation -- Ch. 20. Brownian Motion And Ito's Lemma -- Ch. 21. The Black-scholes Equation -- Ch. 22. Exotic Options : Ii -- Ch. 23. Volatility -- Ch. 24. Interest Rate Models. Robert L. Mcdonald. Includes Bibliographical References (p. 921-934) And Index. To be financially literate in the market, students must have an understanding of derivatives concepts and instruments and the uses of those instruments in corporations. This title helps students gain intuition by linking theories and concepts together with a narrative that emphasizes the core economic principles underlying the uses of derivatives.