- Robert L. McDonald.
- 3rd ed.
- Boston, MA : Pearson, c2013.
- Physical description
- xxviii, 948 p. : ill. ; 27 cm. + 1 CD-ROM (4 3/4 in.).
- Pearson series in finance.
Math & Statistics Library
Library has: 1 v. + 1 CD-
|HG6024 .A3 M394 2013||Missing|
- McDonald, Robert L. (Robert Lynch), 1954-
- Includes bibliographical references (p. 897-913) and index.
- 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 Black-Scholes Formula Chapter 13 Market-Making and Delta-Hedging 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 Black-Scholes-Merton Equation Chapter 22 Risk-Neutral 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)9780321543080 20160610
- 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)9780321543080 20160610
- Derivative securities.
- Publication date
- Pearson series in finance
- 9780321543080 (cloth)
- 0321543084 (cloth)