Preface. Acknowledgments. About the Author. PART ONE: Derivative Markets. Chapter 1: Derivative Contracts and Markets. PART TWO: Fundamentals of Valuation. Chapter 2: Assumptions and Interest Rate Mechanics. Chapter 3: Relation between Return and Risk. PART THREE: Forwards/Futures/Swap Valuation. Chapter 4: No-Arbitrage Price Relations: Forwards, Futures, Swaps. Chapter 5: Risk Management Strategies: Futures. PART FOUR: Option Valuation. Chapter 6: No-Arbitrage Price Relations: Options. Chapter 7: Valuing Standard Options Analytically. Chapter 8: Valuing Nonstandard Options Analytically. Chapter 9: Valuing Options Numerically. Chapter 10: Risk Management Strategies: Options. PART FIVE: Stock Derivatives. Chapter 11: Stock Products. Chapter 12: Corporate Securities. Chapter 13: Compensation Agreements. PART SIX: Stock Index Derivatives. Chapter 14: Stock Index Products: Futures and Options. Chapter 15: Stock Index Products: Strategy Based. PART SEVEN: Currency Derivatives. Chapter 16: Currency Products. PART EIGHT: Interest Rate Derivatives. Chapter 17: Interest Rate Products: Futures and Options. Chapter 18: Interest Rate Products: Swaps. Chapter 19: Credit Products. Chapter 20: Valuing Interest Rate Products Numerically. PART NINE: Commodity Derivatives. Chapter 21: Commodity Products. PART TEN: Lessons Learned. Chapter 22: Key Lessons 773 APPENDICES. A. Elementary Statistics. B. Regression Analysis. C. Statistical Tables. D. Glossary. ABOUT THE CD-ROM. INDEX.
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