000			02585nam a2200193 a 4500
999			_c22646 _d22646
001			55689
020			_a9781292021256
082			_a332.6457 MC DE
100			_aMcDonald, Robert L. _949268
245	1	0	_aDerivatives markets / _cRobert L. McDonald.
250			_a3rd ed.
260			_aHarlow, Essex : _bPearson, _cc2014.
300			_aiv, 898 p : _bill., + CD ; _c28 cm.
505	0		_aPreface Chapter 1 Introduction to Derivatives PART ONE 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 TWO FORWARDS, FUTURES, AND SWAPS Chapter 5 Financial Forwards and Futures Chapter 6 Commodity Forwards and Futures Chapter 7 Interest Rate Forwards and Futures Chapter 8 Swaps PART THREE OPTIONS Chapter 9 Parity and Other Option Relationships Chapter 10 Binomial Option Pricing: Basic Concepts Chapter 11 Binomial Option Pricing: Selected Topics Chapter 12 The Black-Scholes Formula Chapter 13 Market-Making and Delta-Hedging Chapter 14 Exotic Options: I PART FOUR FINANCIAL ENGINEERING AND APPLICATIONS Chapter 15 Financial Engineering and Security Design Chapter 16 Corporate Applications Chapter 17 Real Options PART FIVE ADVANCED PRICING THEORY AND APPLICATIONS Chapter 18 The Lognormal Distribution Chapter 19 Monte Carlo Valuation Chapter 20 Brownian Motion and Ito's Lemma Chapter 21 The Black-Scholes-Merton Equation Chapter 22 Risk-Neutral and Martingale Pricing Chapter 23 Exotic Options: II Chapter 24 Volatility Chapter 25 Interest Rate and Bond Derivatives Chapter 26 Value at Risk Chapter 27 Credit Risk Appendixes App. A The Greek Alphabet App. B Continuous Compounding App. C Jensen's Inequality App. D An Introduction to Visual Basic for Applications Glossary References Index.
520			_aFor courses in options, futures, and derivatives. To be financially literate in today's market, business students must have a solid understanding of derivatives concepts and instruments and the uses of those instruments in corporations. The Third Edition has an accessible mathematical presentation, and more importantly, helps students gain intuition by linking theories and concepts together with an engaging narrative that emphasizes the core economic principles underlying the pricing and uses of derivatives. The third edition has been updated to include new data and examples throughout.
650		7	_aDerivative securities. _9715
856			_uhttps://uowd.box.com/s/erf8ef475rmvuebm5wn6m7gtbp6wws1g _zLocation Map
942			_cREGULAR _2ddc