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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