Derivatives markets
 Author/Creator
 McDonald, Robert L. (Robert Lynch), 1954
 Language
 English.
 Edition
 3rd ed.
 Imprint
 Boston, MA : Pearson, c2013.
 Physical description
 xxviii, 948 p. : ill. ; 27 cm. + 1 CDROM (4 3/4 in.).
 Series
 Pearson series in finance.
Access
Available online

Stacks
 Library has: 1 v. + 1 CD
ROM 
Unknown
HG6024 .A3 M394 2013
 Library has: 1 v. + 1 CD
More options
Contents/Summary
 Bibliography
 Includes bibliographical references (p. 897913) and index.
 Contents

 Preface Chapter 1 Introduction to Derivatives PART ONE INSURANCE, HEDGING, AND SIMPLE STRATEGIES Chapter 2 An Introduction to Forwards and Options Chapter 3 Insurance, Collars, and Other Strategies Chapter 4 Introduction to Risk Management PART TWO FORWARDS, FUTURES, AND SWAPS Chapter 5 Financial Forwards and Futures Chapter 6 Commodity Forwards and Futures Chapter 7 Interest Rate Forwards and Futures Chapter 8 Swaps PART THREE OPTIONS Chapter 9 Parity and Other Option Relationships Chapter 10 Binomial Option Pricing: Basic Concepts Chapter 11 Binomial Option Pricing: Selected Topics Chapter 12 The BlackScholes Formula Chapter 13 MarketMaking and DeltaHedging Chapter 14 Exotic Options: I PART FOUR FINANCIAL ENGINEERING AND APPLICATIONS Chapter 15 Financial Engineering and Security Design Chapter 16 Corporate Applications Chapter 17 Real Options PART FIVE ADVANCED PRICING THEORY AND APPLICATIONS Chapter 18 The Lognormal Distribution Chapter 19 Monte Carlo Valuation Chapter 20 Brownian Motion and Ito's Lemma Chapter 21 The BlackScholesMerton Equation Chapter 22 RiskNeutral and Martingale Pricing Chapter 23 Exotic Options: II Chapter 24 Volatility Chapter 25 Interest Rate and Bond Derivatives Chapter 26 Value at Risk Chapter 27 Credit Risk Appendixes App. A The Greek Alphabet App. B Continuous Compounding App. C Jensen's Inequality App. D An Introduction to Visual Basic for Applications Glossary References Index.
 (source: Nielsen Book Data)
 Publisher's Summary
 To be financially literate in today, s market, one must have a solid understanding of derivatives concepts and instruments and the uses of those instruments in corporations. The Third Edition has an accessible mathematical presentation, and more importantly, helps readers 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.
(source: Nielsen Book Data)
Subjects
 Subject
 Derivative securities.
Bibliographic information
 Publication date
 2013
 Responsibility
 Robert L. McDonald.
 Series
 Pearson series in finance
 ISBN
 9780321543080 (cloth)
 0321543084 (cloth)