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Table of Contents
Chapter 1Â Â Â Introduction to Derivatives
PART ONEÂ Â INSURANCE, HEDGING, AND SIMPLE STRATEGIES
Chapter 2Â Â Â An Introduction to Forwards and Options
Chapter 3Â Â Â Insurance, Collars, and Other Strategies
Chapter 4Â Â Â Introduction to Risk Management
PART TWOÂ Â FORWARDS, FUTURES, AND SWAPS
Chapter 5Â Â Â Financial Forwards and Futures
Chapter 6Â Â Â Commodity Forwards and Futures
Chapter 7Â Â Â Interest Rate Forwards and Futures
Chapter 8Â Â Â Swaps
PART THREEÂ Â OPTIONS
Chapter 9Â Â Â Parity and Other Option Relationships
Chapter 10Â Â Binomial Option Pricing: Basic Concepts
Chapter 11Â Â Binomial Option Pricing: Selected Topics
Chapter 12Â Â The Black-Scholes Formula
Chapter 13Â Â Market-Making and Delta-Hedging
Chapter 14Â Â Exotic Options: I
PART FOURÂ Â FINANCIAL ENGINEERING AND APPLICATIONS
Chapter 15Â Â Financial Engineering and Security Design
Chapter 16Â Â Corporate Applications
Chapter 17Â Â Real Options
PART FIVEÂ Â ADVANCED PRICING THEORY AND APPLICATIONS
Chapter 18Â Â The Lognormal Distribution
Chapter 19Â Â Monte Carlo Valuation
Chapter 20Â Â Brownian Motion and Ito’s Lemma
Chapter 21Â Â The Black-Scholes-Merton Equation
Chapter 22Â Â Risk-Neutral and Martingale Pricing
Chapter 23Â Â Exotic Options: II
Chapter 24Â Â Volatility
Chapter 25Â Â Interest Rate and Bond Derivatives
Chapter 26Â Â Value at Risk
Chapter 27Â Â Credit Risk