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Options, Futures and Other Derivatives
Taking a unifying approach to the valuation of all derivatives—not just futures and options—this book develops a solid working knowledge of derivative analysis. It deals with a wide range of derivative products, providing complete coverage of key analytical material. Topics include Futures Markets and the Use of Futures for Hedging; Exchange-Traded Options Markets; Properties of Stock Option Prices; Options on Stock Indices, Currencies, and Futures Contracts; Estimating Volatilities and Correlations; Extensions of the Theoretical Framework for Pricing Derivatives; Interest Rate Derivatives; and more. For options traders/analysts, risk managers, swaps traders, corporate treasurers, and financial engineers who want to acquire a working knowledge of derivative analysis.
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