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Options, Futures, And Other Derivatives

Options, Futures, And Other Derivatives

Introducing Options, Futures, and Other Derivatives

Welcome to the world of financial markets and instruments, where the possibilities are endless. With our product, Options, Futures, and Other Derivatives, you will gain a comprehensive understanding of these complex financial instruments and how they can be used to manage risk and maximize profits.

Our book covers a wide range of topics, from the basics of options and futures to more advanced strategies and techniques. You will learn about the different types of derivatives, their characteristics, and how they are traded in various markets.

But what sets our product apart is its innovative approach to teaching. We use real-world examples and case studies to help you apply the concepts and theories to practical situations. This will not only deepen your understanding but also prepare you for the dynamic and ever-changing world of finance.

Whether you are a beginner looking to enter the world of derivatives or a seasoned professional looking to expand your knowledge, Options, Futures, and Other Derivatives is the perfect guide for you. So why wait? Get your copy now and unlock the potential of these powerful financial instruments.

Visit our website at vedibooks.com to learn more and place your order today!

9781292410654

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Table of Content

1. Introduction
2. Futures markets and central counterparties
3. Hedging strategies using futures
4. Interest rates
5. Determination of forward and futures prices
6. Interest rate futures
7. Swaps
8. Securitization and the financial crisis of 2007-8
9. XVAs
10. Mechanics of options markets
11. Properties of stock options
12. Trading strategies involving options
13. Binomial trees
14. Wiener processes and Itô's lemma
15. The Black–Scholes–Merton model
16. Employee stock options
17. Options on stock indices and currencies
18. Futures options and Black's model
19. The Greek letters
20. Volatility smiles and Volatility Surfaces
21. Basic numerical procedures
22. Value at risk and expected shortfall
23. Estimating volatilities and correlations
24. Credit risk
25. Credit derivatives
26. Exotic options
27. More on models and numerical procedures
28. Martingales and measures
29. Interest rate derivatives: The standard market models
30. Convexity, timing, and quanto adjustments
31. Equilibrium models of the short rate
32. No-arbitrage models of the short rate
33. Modeling Forward Rates
34. Swaps Revisited
35. Energy and commodity derivatives
36. Real options
37. Derivatives mishaps and what we can learn from them

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