Introduction to forward and futures contracts
Pricing forwards and futures
Interest rate and currency swaps
Introduction to options and no-arbitrage restrictions
Trading strategies and slope and convexity restrictions
Optimal early exercise of american options
Binomial option pricing
Using the binomial model
The Black Scholes Merton Option : pricing formula.
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Financial derivatives : futures, forwards, swaps, options, corporate securities and credit default swaps by George M. Constantinides. ISBN 9789814618427. Published by World Scientific in 2015. Publication and catalogue information, links to buy online and reader comments.
