En cours de chargement...
- Mechanics of futures markets
- Determination of forward and futures prices
- Hedging strategies using futures
- Interest rate markets
- Swaps
- Mechanics of options markets
- Properties of stock options
- Trading strategies involving options
- Introduction to binomial trees
- A model of the behavior of stock prices
- The Black-Scholes model
- Options on stock indices, currencies, and futures
- The Greek letters
- Volatility smiles
- Value at risk
- Estimating volatilities and correlations
- Numerical procedures
- Exotic options
- More on models and numerical procedures
- Martingales and measures
- Interest rate derivatives : the standard market models
- Models of the short rate
- More advanced models
- Swaps revisited
- Credit risk
- Credit derivatives
- Real options
- Insurance, weather, and energy derivatives
- Derivatives mishaps and what we can learn from them.
