All about derivatives
By: Michael Durbin
Edition: 2nd ed.
Publisher: McGraw-Hill
Published: 2010
Place of publication: New York
Language: eng
ISBN-13: 9780071743518
Table of contents: title: Derivatives in a nutshell; title: The forward contract; title: The futures contract; title: The swap contract; title: The option contract; title: Credit derivatives; title: Using derivatives to manage risk; title: Pricing forwards and futures; title: Pricing swaps; title: Pricing options; title: Hedging a derivatives position; title: Derivatives and the 2008 financial meltdown; title: High-frequency trading.