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Derivatives, 2nd Edition
ISBN10: 0078034736 | ISBN13: 9780078034732
© 2016
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Derivatives makes a special effort throughout the text to explain what lies behind the formal mathematics of pricing and hedging. Questions ranging from ‘how are forward prices determined?’ to ‘why does the Black-Scholes formula have the form it does?’ are answered throughout the text. The authors use verbal and pictorial expositions, and sometimes simple mathematical models, to explain underlying principles before proceeding to formal analysis. Extensive uses of numerical examples for illustrative purposes are used throughout to supplement the intuitive and formal presentations.
Chapter 1: Introduction
Part 1: Futures and Forwards
Chapter 2: Futures Markets
Chapter 3: Pricing Forwards and Futures I: The Basic Theory
Chapter 4: Pricing Forwards and Futures II
Chapter 5: Hedging with Futures & Forwards
Chapter 6: Interest-Rate Forwards & Futures
Part II: Equity Derivatives
Chapter 7: Options Markets
Chapter 8: Options: Payoffs & Trading Strategies
Chapter 9: No-Arbitrage Restrictions on Option Prices
Chapter 10: Early Exercise and Put-Call Parity
Chapter 11: Option Pricing: An Introduction
Chapter 12: Binomial Option Pricing
Chapter 13: Implementing the Binomial Model
Chapter 14: The Black-Scholes Model
Chapter 15: The Mathematics of Black-Scholes
Chapter 16: Options Modeling: Beyond Black-Scholes
Chapter 17: Sensitivity Analysis: The Option “Greeks”
Chapter 18: Exotic Options I: Path-Independent Options
Chapter 19: Exotic Options II: Path-Dependent Options
Chapter 20: Value-at-Risk
Chapter 21: Convertible Bonds
Chapter 22: Real Options
Part III: Swaps
Chapter 23: Interest-Rate Swaps and Floating Rate Products
Chapter 24: Equity Swaps
Chapter 25: Currency Swaps
Part IV: Interest Rate Modeling
Chapter 26: The Term Structure of Interest Rates: Concepts
Chapter 27: Estimating the Yield Curve
Chapter 28: Modeling Term Structure Movements
Chapter 29: Factor Models of the Term Structure
Chapter 30: The Heath-Jarrow-Morton and Libor Market Models
Part V: Credit Derivative Products
Chapter 31: Credit Derivative Products
Chapter 32: Structural Models of Default Risk
Chapter 33: Reduced Form Models of Default Risk
Chapter 34: Modeling Correlated Default
Part VI: Computation
Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave
Chapter 2: Futures Markets
Chapter 3: Pricing Forwards and Futures I: The Basic Theory
Chapter 4: Pricing Forwards and Futures II
Chapter 5: Hedging with Futures & Forwards
Chapter 6: Interest-Rate Forwards & Futures
Part II: Equity Derivatives
Chapter 7: Options Markets
Chapter 8: Options: Payoffs & Trading Strategies
Chapter 9: No-Arbitrage Restrictions on Option Prices
Chapter 10: Early Exercise and Put-Call Parity
Chapter 11: Option Pricing: An Introduction
Chapter 12: Binomial Option Pricing
Chapter 13: Implementing the Binomial Model
Chapter 14: The Black-Scholes Model
Chapter 15: The Mathematics of Black-Scholes
Chapter 16: Options Modeling: Beyond Black-Scholes
Chapter 17: Sensitivity Analysis: The Option “Greeks”
Chapter 18: Exotic Options I: Path-Independent Options
Chapter 19: Exotic Options II: Path-Dependent Options
Chapter 20: Value-at-Risk
Chapter 21: Convertible Bonds
Chapter 22: Real Options
Part III: Swaps
Chapter 23: Interest-Rate Swaps and Floating Rate Products
Chapter 24: Equity Swaps
Chapter 25: Currency Swaps
Part IV: Interest Rate Modeling
Chapter 26: The Term Structure of Interest Rates: Concepts
Chapter 27: Estimating the Yield Curve
Chapter 28: Modeling Term Structure Movements
Chapter 29: Factor Models of the Term Structure
Chapter 30: The Heath-Jarrow-Morton and Libor Market Models
Part V: Credit Derivative Products
Chapter 31: Credit Derivative Products
Chapter 32: Structural Models of Default Risk
Chapter 33: Reduced Form Models of Default Risk
Chapter 34: Modeling Correlated Default
Part VI: Computation
Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave
Chapter 4: Pricing Forwards and Futures II
Chapter 5: Hedging with Futures & Forwards
Chapter 6: Interest-Rate Forwards & Futures
Part II: Equity Derivatives
Chapter 7: Options Markets
Chapter 8: Options: Payoffs & Trading Strategies
Chapter 9: No-Arbitrage Restrictions on Option Prices
Chapter 10: Early Exercise and Put-Call Parity
Chapter 11: Option Pricing: An Introduction
Chapter 12: Binomial Option Pricing
Chapter 13: Implementing the Binomial Model
Chapter 14: The Black-Scholes Model
Chapter 15: The Mathematics of Black-Scholes
Chapter 16: Options Modeling: Beyond Black-Scholes
Chapter 17: Sensitivity Analysis: The Option “Greeks”
Chapter 18: Exotic Options I: Path-Independent Options
Chapter 19: Exotic Options II: Path-Dependent Options
Chapter 20: Value-at-Risk
Chapter 21: Convertible Bonds
Chapter 22: Real Options
Part III: Swaps
Chapter 23: Interest-Rate Swaps and Floating Rate Products
Chapter 24: Equity Swaps
Chapter 25: Currency Swaps
Part IV: Interest Rate Modeling
Chapter 26: The Term Structure of Interest Rates: Concepts
Chapter 27: Estimating the Yield Curve
Chapter 28: Modeling Term Structure Movements
Chapter 29: Factor Models of the Term Structure
Chapter 30: The Heath-Jarrow-Morton and Libor Market Models
Part V: Credit Derivative Products
Chapter 31: Credit Derivative Products
Chapter 32: Structural Models of Default Risk
Chapter 33: Reduced Form Models of Default Risk
Chapter 34: Modeling Correlated Default
Part VI: Computation
Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave
Chapter 6: Interest-Rate Forwards & Futures
Part II: Equity Derivatives
Chapter 7: Options Markets
Chapter 8: Options: Payoffs & Trading Strategies
Chapter 9: No-Arbitrage Restrictions on Option Prices
Chapter 10: Early Exercise and Put-Call Parity
Chapter 11: Option Pricing: An Introduction
Chapter 12: Binomial Option Pricing
Chapter 13: Implementing the Binomial Model
Chapter 14: The Black-Scholes Model
Chapter 15: The Mathematics of Black-Scholes
Chapter 16: Options Modeling: Beyond Black-Scholes
Chapter 17: Sensitivity Analysis: The Option “Greeks”
Chapter 18: Exotic Options I: Path-Independent Options
Chapter 19: Exotic Options II: Path-Dependent Options
Chapter 20: Value-at-Risk
Chapter 21: Convertible Bonds
Chapter 22: Real Options
Part III: Swaps
Chapter 23: Interest-Rate Swaps and Floating Rate Products
Chapter 24: Equity Swaps
Chapter 25: Currency Swaps
Part IV: Interest Rate Modeling
Chapter 26: The Term Structure of Interest Rates: Concepts
Chapter 27: Estimating the Yield Curve
Chapter 28: Modeling Term Structure Movements
Chapter 29: Factor Models of the Term Structure
Chapter 30: The Heath-Jarrow-Morton and Libor Market Models
Part V: Credit Derivative Products
Chapter 31: Credit Derivative Products
Chapter 32: Structural Models of Default Risk
Chapter 33: Reduced Form Models of Default Risk
Chapter 34: Modeling Correlated Default
Part VI: Computation
Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave
Chapter 7: Options Markets
Chapter 8: Options: Payoffs & Trading Strategies
Chapter 9: No-Arbitrage Restrictions on Option Prices
Chapter 10: Early Exercise and Put-Call Parity
Chapter 11: Option Pricing: An Introduction
Chapter 12: Binomial Option Pricing
Chapter 13: Implementing the Binomial Model
Chapter 14: The Black-Scholes Model
Chapter 15: The Mathematics of Black-Scholes
Chapter 16: Options Modeling: Beyond Black-Scholes
Chapter 17: Sensitivity Analysis: The Option “Greeks”
Chapter 18: Exotic Options I: Path-Independent Options
Chapter 19: Exotic Options II: Path-Dependent Options
Chapter 20: Value-at-Risk
Chapter 21: Convertible Bonds
Chapter 22: Real Options
Part III: Swaps
Chapter 23: Interest-Rate Swaps and Floating Rate Products
Chapter 24: Equity Swaps
Chapter 25: Currency Swaps
Part IV: Interest Rate Modeling
Chapter 26: The Term Structure of Interest Rates: Concepts
Chapter 27: Estimating the Yield Curve
Chapter 28: Modeling Term Structure Movements
Chapter 29: Factor Models of the Term Structure
Chapter 30: The Heath-Jarrow-Morton and Libor Market Models
Part V: Credit Derivative Products
Chapter 31: Credit Derivative Products
Chapter 32: Structural Models of Default Risk
Chapter 33: Reduced Form Models of Default Risk
Chapter 34: Modeling Correlated Default
Part VI: Computation
Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave
Chapter 9: No-Arbitrage Restrictions on Option Prices
Chapter 10: Early Exercise and Put-Call Parity
Chapter 11: Option Pricing: An Introduction
Chapter 12: Binomial Option Pricing
Chapter 13: Implementing the Binomial Model
Chapter 14: The Black-Scholes Model
Chapter 15: The Mathematics of Black-Scholes
Chapter 16: Options Modeling: Beyond Black-Scholes
Chapter 17: Sensitivity Analysis: The Option “Greeks”
Chapter 18: Exotic Options I: Path-Independent Options
Chapter 19: Exotic Options II: Path-Dependent Options
Chapter 20: Value-at-Risk
Chapter 21: Convertible Bonds
Chapter 22: Real Options
Part III: Swaps
Chapter 23: Interest-Rate Swaps and Floating Rate Products
Chapter 24: Equity Swaps
Chapter 25: Currency Swaps
Part IV: Interest Rate Modeling
Chapter 26: The Term Structure of Interest Rates: Concepts
Chapter 27: Estimating the Yield Curve
Chapter 28: Modeling Term Structure Movements
Chapter 29: Factor Models of the Term Structure
Chapter 30: The Heath-Jarrow-Morton and Libor Market Models
Part V: Credit Derivative Products
Chapter 31: Credit Derivative Products
Chapter 32: Structural Models of Default Risk
Chapter 33: Reduced Form Models of Default Risk
Chapter 34: Modeling Correlated Default
Part VI: Computation
Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave
Chapter 11: Option Pricing: An Introduction
Chapter 12: Binomial Option Pricing
Chapter 13: Implementing the Binomial Model
Chapter 14: The Black-Scholes Model
Chapter 15: The Mathematics of Black-Scholes
Chapter 16: Options Modeling: Beyond Black-Scholes
Chapter 17: Sensitivity Analysis: The Option “Greeks”
Chapter 18: Exotic Options I: Path-Independent Options
Chapter 19: Exotic Options II: Path-Dependent Options
Chapter 20: Value-at-Risk
Chapter 21: Convertible Bonds
Chapter 22: Real Options
Part III: Swaps
Chapter 23: Interest-Rate Swaps and Floating Rate Products
Chapter 24: Equity Swaps
Chapter 25: Currency Swaps
Part IV: Interest Rate Modeling
Chapter 26: The Term Structure of Interest Rates: Concepts
Chapter 27: Estimating the Yield Curve
Chapter 28: Modeling Term Structure Movements
Chapter 29: Factor Models of the Term Structure
Chapter 30: The Heath-Jarrow-Morton and Libor Market Models
Part V: Credit Derivative Products
Chapter 31: Credit Derivative Products
Chapter 32: Structural Models of Default Risk
Chapter 33: Reduced Form Models of Default Risk
Chapter 34: Modeling Correlated Default
Part VI: Computation
Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave
Chapter 13: Implementing the Binomial Model
Chapter 14: The Black-Scholes Model
Chapter 15: The Mathematics of Black-Scholes
Chapter 16: Options Modeling: Beyond Black-Scholes
Chapter 17: Sensitivity Analysis: The Option “Greeks”
Chapter 18: Exotic Options I: Path-Independent Options
Chapter 19: Exotic Options II: Path-Dependent Options
Chapter 20: Value-at-Risk
Chapter 21: Convertible Bonds
Chapter 22: Real Options
Part III: Swaps
Chapter 23: Interest-Rate Swaps and Floating Rate Products
Chapter 24: Equity Swaps
Chapter 25: Currency Swaps
Part IV: Interest Rate Modeling
Chapter 26: The Term Structure of Interest Rates: Concepts
Chapter 27: Estimating the Yield Curve
Chapter 28: Modeling Term Structure Movements
Chapter 29: Factor Models of the Term Structure
Chapter 30: The Heath-Jarrow-Morton and Libor Market Models
Part V: Credit Derivative Products
Chapter 31: Credit Derivative Products
Chapter 32: Structural Models of Default Risk
Chapter 33: Reduced Form Models of Default Risk
Chapter 34: Modeling Correlated Default
Part VI: Computation
Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave
Chapter 15: The Mathematics of Black-Scholes
Chapter 16: Options Modeling: Beyond Black-Scholes
Chapter 17: Sensitivity Analysis: The Option “Greeks”
Chapter 18: Exotic Options I: Path-Independent Options
Chapter 19: Exotic Options II: Path-Dependent Options
Chapter 20: Value-at-Risk
Chapter 21: Convertible Bonds
Chapter 22: Real Options
Part III: Swaps
Chapter 23: Interest-Rate Swaps and Floating Rate Products
Chapter 24: Equity Swaps
Chapter 25: Currency Swaps
Part IV: Interest Rate Modeling
Chapter 26: The Term Structure of Interest Rates: Concepts
Chapter 27: Estimating the Yield Curve
Chapter 28: Modeling Term Structure Movements
Chapter 29: Factor Models of the Term Structure
Chapter 30: The Heath-Jarrow-Morton and Libor Market Models
Part V: Credit Derivative Products
Chapter 31: Credit Derivative Products
Chapter 32: Structural Models of Default Risk
Chapter 33: Reduced Form Models of Default Risk
Chapter 34: Modeling Correlated Default
Part VI: Computation
Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave
Chapter 17: Sensitivity Analysis: The Option “Greeks”
Chapter 18: Exotic Options I: Path-Independent Options
Chapter 19: Exotic Options II: Path-Dependent Options
Chapter 20: Value-at-Risk
Chapter 21: Convertible Bonds
Chapter 22: Real Options
Part III: Swaps
Chapter 23: Interest-Rate Swaps and Floating Rate Products
Chapter 24: Equity Swaps
Chapter 25: Currency Swaps
Part IV: Interest Rate Modeling
Chapter 26: The Term Structure of Interest Rates: Concepts
Chapter 27: Estimating the Yield Curve
Chapter 28: Modeling Term Structure Movements
Chapter 29: Factor Models of the Term Structure
Chapter 30: The Heath-Jarrow-Morton and Libor Market Models
Part V: Credit Derivative Products
Chapter 31: Credit Derivative Products
Chapter 32: Structural Models of Default Risk
Chapter 33: Reduced Form Models of Default Risk
Chapter 34: Modeling Correlated Default
Part VI: Computation
Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave
Chapter 19: Exotic Options II: Path-Dependent Options
Chapter 20: Value-at-Risk
Chapter 21: Convertible Bonds
Chapter 22: Real Options
Part III: Swaps
Chapter 23: Interest-Rate Swaps and Floating Rate Products
Chapter 24: Equity Swaps
Chapter 25: Currency Swaps
Part IV: Interest Rate Modeling
Chapter 26: The Term Structure of Interest Rates: Concepts
Chapter 27: Estimating the Yield Curve
Chapter 28: Modeling Term Structure Movements
Chapter 29: Factor Models of the Term Structure
Chapter 30: The Heath-Jarrow-Morton and Libor Market Models
Part V: Credit Derivative Products
Chapter 31: Credit Derivative Products
Chapter 32: Structural Models of Default Risk
Chapter 33: Reduced Form Models of Default Risk
Chapter 34: Modeling Correlated Default
Part VI: Computation
Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave
Chapter 21: Convertible Bonds
Chapter 22: Real Options
Part III: Swaps
Chapter 23: Interest-Rate Swaps and Floating Rate Products
Chapter 24: Equity Swaps
Chapter 25: Currency Swaps
Part IV: Interest Rate Modeling
Chapter 26: The Term Structure of Interest Rates: Concepts
Chapter 27: Estimating the Yield Curve
Chapter 28: Modeling Term Structure Movements
Chapter 29: Factor Models of the Term Structure
Chapter 30: The Heath-Jarrow-Morton and Libor Market Models
Part V: Credit Derivative Products
Chapter 31: Credit Derivative Products
Chapter 32: Structural Models of Default Risk
Chapter 33: Reduced Form Models of Default Risk
Chapter 34: Modeling Correlated Default
Part VI: Computation
Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave
Part III: Swaps
Chapter 23: Interest-Rate Swaps and Floating Rate Products
Chapter 24: Equity Swaps
Chapter 25: Currency Swaps
Part IV: Interest Rate Modeling
Chapter 26: The Term Structure of Interest Rates: Concepts
Chapter 27: Estimating the Yield Curve
Chapter 28: Modeling Term Structure Movements
Chapter 29: Factor Models of the Term Structure
Chapter 30: The Heath-Jarrow-Morton and Libor Market Models
Part V: Credit Derivative Products
Chapter 31: Credit Derivative Products
Chapter 32: Structural Models of Default Risk
Chapter 33: Reduced Form Models of Default Risk
Chapter 34: Modeling Correlated Default
Part VI: Computation
Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave
Chapter 24: Equity Swaps
Chapter 25: Currency Swaps
Part IV: Interest Rate Modeling
Chapter 26: The Term Structure of Interest Rates: Concepts
Chapter 27: Estimating the Yield Curve
Chapter 28: Modeling Term Structure Movements
Chapter 29: Factor Models of the Term Structure
Chapter 30: The Heath-Jarrow-Morton and Libor Market Models
Part V: Credit Derivative Products
Chapter 31: Credit Derivative Products
Chapter 32: Structural Models of Default Risk
Chapter 33: Reduced Form Models of Default Risk
Chapter 34: Modeling Correlated Default
Part VI: Computation
Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave
Part IV: Interest Rate Modeling
Chapter 26: The Term Structure of Interest Rates: Concepts
Chapter 27: Estimating the Yield Curve
Chapter 28: Modeling Term Structure Movements
Chapter 29: Factor Models of the Term Structure
Chapter 30: The Heath-Jarrow-Morton and Libor Market Models
Part V: Credit Derivative Products
Chapter 31: Credit Derivative Products
Chapter 32: Structural Models of Default Risk
Chapter 33: Reduced Form Models of Default Risk
Chapter 34: Modeling Correlated Default
Part VI: Computation
Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave
Chapter 27: Estimating the Yield Curve
Chapter 28: Modeling Term Structure Movements
Chapter 29: Factor Models of the Term Structure
Chapter 30: The Heath-Jarrow-Morton and Libor Market Models
Part V: Credit Derivative Products
Chapter 31: Credit Derivative Products
Chapter 32: Structural Models of Default Risk
Chapter 33: Reduced Form Models of Default Risk
Chapter 34: Modeling Correlated Default
Part VI: Computation
Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave
Chapter 29: Factor Models of the Term Structure
Chapter 30: The Heath-Jarrow-Morton and Libor Market Models
Part V: Credit Derivative Products
Chapter 31: Credit Derivative Products
Chapter 32: Structural Models of Default Risk
Chapter 33: Reduced Form Models of Default Risk
Chapter 34: Modeling Correlated Default
Part VI: Computation
Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave
Part V: Credit Derivative Products
Chapter 31: Credit Derivative Products
Chapter 32: Structural Models of Default Risk
Chapter 33: Reduced Form Models of Default Risk
Chapter 34: Modeling Correlated Default
Part VI: Computation
Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave
Chapter 32: Structural Models of Default Risk
Chapter 33: Reduced Form Models of Default Risk
Chapter 34: Modeling Correlated Default
Part VI: Computation
Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave
Chapter 34: Modeling Correlated Default
Part VI: Computation
Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave
Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave
Chapter 37: Using Octave
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