Financial Derivatives:Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps

Abstract: Derivatives markets are an important and growing segment of financial markets and play an important role in the management of risk.

Keywords: Futures; Forwards; Options; Corporate Securities; Derivatives; Hedging; Risk Management (search for similar items in EconPapers)
Date: 2015
ISBN: 9789814618410
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https://www.worldscientific.com/worldscibooks/10.1142/9259 (text/html)
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Chapters in this book:

Ch 1 Introduction to Forward and Futures Contracts , pp 1-12: George Constantinides
Ch 2 Pricing Forwards and Futures , pp 13-37: George Constantinides
Ch 3 Interest Rate and Currency Swaps , pp 39-60: George Constantinides
Ch 4 Introduction to Options and No-Arbitrage Restrictions , pp 61-79: George Constantinides
Ch 5 Trading Strategies and Slope and Convexity Restrictions , pp 81-94: George Constantinides
Ch 6 Optimal Early Exercise of American Options , pp 95-105: George Constantinides
Ch 7 Binomial Option Pricing , pp 107-122: George Constantinides
Ch 8 Using the Binomial Model , pp 123-137: George Constantinides
Ch 9 The Black–Scholes–Merton Option Pricing Formula , pp 139-150: George Constantinides
Ch 10 Options on Futures , pp 151-160: George Constantinides
Ch 11 Risk Management , pp 161-178: George Constantinides
Ch 12 Empirical Evidence and Fixes , pp 179-195: George Constantinides
Ch 13 Corporate Securities and Credit Risk , pp 197-219: George Constantinides

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