Derivatives Markets 3rd Edition, Robert PDF Ebook Download

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Derivatives Markets 3rd Edition, by Robert L. McDonald, pdf, ebook, download presents the sometimes challenging world of futures, options, and other derivatives in an accessible, cohesive, and intuitive manner. Some features of the book include insights into pricing models. Formulas are motivated and explained intuitively.

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 book 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.

Links between the various derivative instruments are highlighted. Students learn how derivatives markets work, with an emphasis on the role of competitive market-makers in determining prices. This book also offers tiered approach to mathematics. Most of the book assumes only basic mathematics, such as solving two equations in two unknowns.

The last quarter of the book uses calculus, and provides an introduction to the concepts and pricing techniques that are widely used in derivatives today. Chapters on corporate applications, financial engineering, and real options illustrate the broad applicability of the tools and models developed in the book. A rich array of examples bolsters the theory.

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This book offers computation-friendly approach. The options pricing functions used in the text are available in accompanying Excel spreadsheets. Visual Basic code for the pricing functions is included, and can be modified for your own use.

This image Derivatives Markets, 3rd Edition Robert L. McDonald, Northwestern University ©2013,
Pearson,Available

Table of Contents

  Preface

  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

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Product Details

ASIN : B00SLSEPT0

Publisher : Pearson (July 23, 2013)

Best Sellers Rank: #1,876,082 in Books (See Top 100 in Books)

Customer Reviews: 4.1 out of 5 stars    39 ratings

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