Options, Futures, and Other Derivatives 7th Ed

Description

Features
For undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management.
Designed to bridge the gap between theory and practice, this highly successful book is regarded as the “bible” on trading floors and in academic classrooms throughout the world.

Mathematical Sophistication
One of the key decisions that must be made by an author who is writing in the area of derivatives concerns the use of mathematics. If the level of mathematical sophistication is too high, the material is likely to be inaccessible to many students and practitioners. If it is too low, some important issues will inevitably be treated in a rather superficial way.
Nonessential mathematical material has been either eliminated or included in end-of-chapter appendices and the technical notes on my website.
Concepts that are likely to be new to many readers have been explained carefully, and many numerical examples have been included.

NEW! Employee Stock Options

A new chapter on employee stock options has been included in this text. Issues such as whether employee stock options align the interests of senior executives and shareholders, how the options should be valued, and backdating scandals are quite topical and students enjoy discussing them.

Credit Derivatives

Chapter 23 on credit derivatives has been expanded to include material on:

· Subprime mortgages in the U.S.

· Asset-backed securities

· The credit crunch of 2007

· The valuation of CDOs

· The implementation of the Gaussian copula model

· Alternatives to the Gaussian copula model

OTHER TOPICS OF DISTINCTION
* Options on futures are now covered in a separate chapter from options on indices and currencies.

* Many new topics are covered. For example, I cover the VIX volatility index in Chapters 13 and 26, variance swaps in Chapter 26, Gaussian quadrature (for the implementation of the Gaussian copula model) in Chapter 23, how transactions involving index credit spreads work (Chapter 23), and more on volatility smiles (Chapter 18).

* End-of-chapter problems have been added.

Disclaimer:
Contents of this page are indexed from the Internet. All actions are under your responsability. Email us to report illegal contents or external links and we'll remove them immediately.

Please check the description for download links if any or do a search to find alternative books.

Can't Download?
Please search mirrors if you can't find download links for "Options, Futures, and Other Derivatives 7th Ed" in "Description" and someone else may update the links. Check the comments when back to find any updates.

Search Mirrors
Maybe some mirror pages will be helpful, search this book at top of this page or click here to find more info.

1. Ebooks list page : 3456
2. Options, Futures, and Other Derivatives
3. Options, Futures and Other Derivatives
4. Options, Futures, and Other Derivatives (5th Edition)
5. Options, Futures, and Other Derivatives (4th Edition)
6. Options, Futures and Other Derivatives, Fifth Edition (Solutions Manual)
7. [request_ebook] Options, Futures and Other Derivatives, 6th edition
8. [share_ebook] [share-book] Options, Futures and Other Derivatives (6th Edition)
9. [request_ebook] Options, Futures and Other Derivatives,4th Edition
10. Derivatives Demystified: A Step-by-Step Guide to Forwards, Futures, Swaps and Options
11. [share_ebook] Futures & Options Trader - January 2008 - Vol 2.No.1
12. [share_ebook] Futures and Options Traders Magazine - Volume 2, No. 2 - February 2008
13. Futures & Options For Dummies
14. SFO - Stocks, Futures and Options Magazine, Free SFO - Stocks, Futures and Options Magazine Magazine Subscription Subscription
15. Futures and Options Traders Magazine 09/08
16. Futures and Options Traders Magazine 12/08