Applied Derivatives: Options, Futures, and SwapsISBN: 978-0-631-21590-5
Paperback
400 pages
February 2002, Wiley-Blackwell
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Preface.
1. An Introduction to Option Markets.
2. Put-Call Parity and Other Pricing Restrictions.
3. An Introduction to the Binomial Option Pricing Model.
4. Advanced Binomial Option Pricing.
5. Practical Issues Associated with Binomial and Black-Scholes-based Option Replication.
6. The Black-Scholes Model: Using and Interpreting the "Greeks".
7. Options Arbitrage.
8. Option Investing from a Risk-Return Perspective.
9. Advanced Option Replication: Creating the Most Cost-effective Replicating Portfolio.
10. The Use of Exchange-traded Options in Asset Allocation.
11. Pricing Interest Rate-dependent Financial Claims with Option Features.
12. Introduction to Futures, Forward, and Swap Markets.
13. Futures Pricing.
14. Hedging with Futures.
15. Interest Rate Futures.
16. Swap Markets.
Index.
1. An Introduction to Option Markets.
2. Put-Call Parity and Other Pricing Restrictions.
3. An Introduction to the Binomial Option Pricing Model.
4. Advanced Binomial Option Pricing.
5. Practical Issues Associated with Binomial and Black-Scholes-based Option Replication.
6. The Black-Scholes Model: Using and Interpreting the "Greeks".
7. Options Arbitrage.
8. Option Investing from a Risk-Return Perspective.
9. Advanced Option Replication: Creating the Most Cost-effective Replicating Portfolio.
10. The Use of Exchange-traded Options in Asset Allocation.
11. Pricing Interest Rate-dependent Financial Claims with Option Features.
12. Introduction to Futures, Forward, and Swap Markets.
13. Futures Pricing.
14. Hedging with Futures.
15. Interest Rate Futures.
16. Swap Markets.
Index.
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