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[下载]06新书《衍生市场》(2nd Edition) (Derivatives Markets )  关闭 [推广有奖]

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Derivatives Markets (2nd Edition) (Addison-Wesley Series in Finance) (英文扫描pdf版
by Robert L. McDonald (Author)
Derivatives Markets (2nd Edition) (Addison-Wesley Series in Finance)
  • Hardcover: 912 pages
  • Publisher: Addison Wesley; 2 edition (2006)
  • Language: English
  • Review:

    advanced, comprehensive treatment

    As financial instruments become ever more complex, McDonald's book gives a systematic treatment of the most common forms of derivatives. Providing a unified etymology that can help you understand how they work.

    He groups options (puts and calls) with forward contracts like zero coupon bonds. Through numerous simple payoff graphs, as well as explanatory accompanying text, the ideas are easily grasped. The book starts with these ideas in its early chapters. Then it builds on them, to illustrate associated and often more elaborate constructs, as in insurance strategies for hedging.

    Nor is the discussion confined to minimising one's risk. There is an alternative method, of deliberately speculating on volatility, for example.

    The modelling of futures and options pricing is dealt with in detail. Including the seminal Black-Scholes formula and related analysis. The assumptions behind Black-Scholes are examined in detail, given the crucial influence of this on many types of pricing. The treatment gets rather advanced, invoking ideas like Monte Carlo simulations of stock prices.

    The text is well suited for a graduate program in finance.

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  • Table of Contents

     

    Chapter 1  Introduction to Derivatives

     

    Part I  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 II  Forwards, Futures, and Swaps

     

    Chapter 5  Financial Forwards and Futures

     

    Chapter 6  Commodity Forwards and Futures

     

    Chapter 7  Interest Rates Forwards and Futures

     

    Chapter 8  Swaps

    Part III  Options

    Chapter 9  Parity and Other Option Relationships

     

    Chapter 10  Binomial Option Pricing: I

     

    Chapter 11  Binomial Option Pricing: II

     

    Chapter 12  The Black-Scholes Formula

     

    Chapter 13  Market-Making and Delta-Hedging

     

    Chapter 14  Exotic Options: I

    Part IV  Financial Engineering and Applications

     Chapter 15  Financial Engineering and Security Design

     

    Chapter 16  Corporate Applications

     

    Chapter 17  Real Options

     

    Part V   Advanced Pricing Theory

     

    Chapter 18  The Lognormal Distribution

     

    Chapter 19  Monte Carlo Valuation

     

    Chapter 20  Brownian Motion and Ito’s Lemma

     

    Chapter 21  The Black-Scholes Equation

     

    Chapter 22  Exotic Options:  II

     

    Chapter 23  Interest Rate Models

     

    Chapter 24  Risk Assessment

     

    Chapter 25  Credit Risk

     

    Chapter 26  Volatility

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    关键词:derivatives Derivative Edition Markets market Edition derivatives 新书 Markets

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