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Derivatives Markets by David H. Goldenberg

By: Goldenberg, David H.
Material type: materialTypeLabelBookPublisher: London Routledge 2016Description: 665p.ISBN: 9780415599016.Subject(s): Derivative SecuritiesDDC classification: 332.645
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Item type Current location Collection Call number Status Date due Barcode Item holds
Book Book Institute of Management
General 332.645 GOL (Browse shelf) Checked out 30/03/2018 M0033403
Total holds: 0

Part I: Forward Contracts and Futures Contracts
1. Spot, Forward, And Futures Contracting
2. Hedging With Forward Contracts
3. Valuation Of Forward Contracts On Assets Without A Dividend Yield
4. Valuation Of Forward Contracts On Assets With A Dividend Yield
5. Futures Contracts: Market Organization
6. Hedging With Futures Contracts, Basis Risk, And Spreading
7. Introduction To Financial Futures Contracts

Part 2: Trading Structures Based on Forward Contracts
8. Structured Products, Interest-Rate Swaps

Part 3: Options
9. Introduction to Options Markets
10. Option Trading Strategies, Part 1
11. Option Trading Strategies, Part 2
12. Model-Based Option Pricing In Discrete Time, Part 1: The Binomial Option Pricing Model (BOPM, N=1)
13. Option Pricing In Discrete Time, Part 2: Dynamic Hedging And The Multi-Period Binomial Option Pricing Model, N>1
14. Equivalent Martingale Measures: A Modern Approach To Option Pricing
15. Options Pricing In Continuous Time
16.Risk-Neutral Valuation, EMMS, the BOPM, and Black

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