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Fundamentals of financial derivatives/
| Main Author: | |
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| Format: | Printed Book |
| Language: | English |
| Published: |
New Delhi:
Wiley,
2008.
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| Subjects: |
Table of Contents:
- Introduction to derivatives markets--Forwards and futures--Types of options--Principles of option pricing-put-call parity--The binomial model for pricing of options--The Black-Scholes model--Volatility and implies Volatility from the Black-Scholes model--Exotic options- an introduction--Introductions to options greeks and basic delta hedging--Interest rate derivatives and euro dollar derivatives--Swaps
- Credit derivatives--Risk management with derivatives.