By: Durbin MichaelPublication details: IndiaMcGraw-Hill Education (India) Pvt Limited2006ISBN: 0070615586DDC classification: 332.63 Summary: Derivatives and nutshell
The forward contract
The futures contract
The swap contract
Credit contract
Using derivatives to manage risk
Pricing forwards and futures
Pricing options
Hedging a derivatives position
Good things and bad things
All about interests
Swap conventions
Advanced binomial option pricing
Derivatives and nutshell
The forward contract
The futures contract
The swap contract
Credit contract
Using derivatives to manage risk
Pricing forwards and futures
Pricing options
Hedging a derivatives position
Good things and bad things
All about interests
Swap conventions
Advanced binomial option pricing
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