Rubinstein On Derivatives : BharatBook.com

The authentic voice of a genuine master of his craft in a full introduction to modern derivatives pricing and hedging that is clear, provocative and rich in insight and experience
 
Nov. 24, 2007 - PRLog -- Summary

Designed for the widest audience, without sacrificing a high level of understanding, graduating from limited math to arithmetic and algebra and some calculus.

Covers forwards and futures, options, binomial trees, Black-Scholes, volatility and dynamic strategies with detailed definitions and examples

Table of Contents

Assets, Derivatives and Markets

Basic concepts

Underlying assets

Classes of derivatives

Examples of derivatives

Markets

Forwards and Futures

Asset and Cash

Valuation and replication

Examples of forwards and futures

Hedging with futures

Swaps

Introduction to Options

Basic positions

Combined positions

Valuation

Replication

The Binomial Option Pricing Model

Single-period model

Multiperiod model

Hedging with options

Extensions

Options on bonds

The Black-Scholes Formula

Derivation

Hedging parameters

Extensions

Volatility

Realised volatility

Implied volatility

Dynamic Strategies

Dynamic asset allocation

Portfolio insurance

Simulation

For more information kindly visit: http://www.bharatbook.com/detail.asp?id=1331

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