Preface
Introduction to derivatives
Derivatives and risk management
Interest rates
Stocks
Forwards and futures
Options
Arbitrage and trading
Financial engineering and swaps
Forwards and futures
Forward and futures markets
Futures trading
Futures regulations
The cost of carry model
The extended cost of carry model
Futures hedging
Options
Options markets and trading
Option trading strategies
Option relations
Single period binomial model
Multiperiod binomial model
The black-scholes-merton model
Using the black-scholes-merton model
Interest rate derivatives
Yields and forward rates
Interest rate swaps
Single period binomial hjm model
Multiperiod binomial hjm model
The hjm libor model
Risk management models
Appendix: mathematics and statistics
References
Notation
Glossary
Results
Additional sources and websites
Books on derivatives and risk management
.
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An introduction to derivative securities, financial markets, and risk management by Robert A. Jarrow. ISBN 9780393913071. Published by W. W. Norton and Company in 2013. Publication and catalogue information, links to buy online and reader comments.
