Introduction to Derivative Securities Financial Markets and Risk Management 1st Edition Jarrow Test Bank

PART I: Introduction

CHAPTER 1 Derivatives and Risk Management

CHAPTER 2 Interest Rates

CHAPTER 3 Stocks

CHAPTER 4 Forwards and Futures

CHAPTER 5 Options

CHAPTER 6 Arbitrage and Trading

CHAPTER 7 Financial Engineering and Swaps

PART II: Forwards and Futures

CHAPTER 8 Forwards and Futures Markets

CHAPTER 9 Futures Trading

CHAPTER 10 Futures Regulations

CHAPTER 11 The Cost-of-Carry Model

CHAPTER 12 The Extended Cost-of-Carry Model

CHAPTER 13 Futures Hedging

PART III: Options

CHAPTER 14 Options Markets and Trading

CHAPTER 15 Option Trading Strategies

CHAPTER 16 Option Relations

CHAPTER 17 Single-Period Binomial Model

CHAPTER 18 Multiperiod Binomial Model

CHAPTER 19 The Black–Scholes–Merton Model

CHAPTER 20 Using the Black–Scholes–Merton Model

PART IV: Interest Rate Derivatives

CHAPTER 21 Yields and Forward Rates

CHAPTER 22 Interest Rate Swaps

CHAPTER 23 Single-Period Binomial Heath–Jarrow–Morton Model

CHAPTER 24 Multiperiod Binomial HJM Model

CHAPTER 25 The Heath–Jarrow–Morton Libor Model

CHAPTER 26 Risk Management Models

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