Description
W W NORTON AND COMPANY An Introduction to Derivative Securities Financial Markets by Robert A. Jarrow Arkadev Chatterjea
Written by Robert Jarrow, one of the true titans of finance, and his former student Arkadev Chatterjea, Introduction to Derivatives is the first text developed from the ground up for students taking the introductory derivatives course. The math is presented at the right level and is always motivated by what's happening in the financial markets. And, as one of the developers of the Heath-Jarrow-Morton Model, Robert Jarrow presents a novel, accessible way to understand this important topic. Preface Part I: Introduction to DerivativesChapter 1: Derivatives and Risk Management Chapter 2: Interest RatesChapter 3: StocksChapter 4: Forwards and FuturesChapter 5: OptionsChapter 6: Arbitrage and TradingChapter 7: Financial Engineering and SwapsPart II: Forwards and FuturesChapter 8: Forward and Futures MarketsChapter 9: Futures TradingChapter 10: Futures RegulationsChapter 11: The Cost of Carry ModelChapter 12: The Extended Cost of Carry ModelChapter 13: Futures HedgingPart III: OptionsChapter 14: Options Markets and TradingChapter 15: Option Trading StrategiesChapter 16: Option RelationsChapter 17: Single Period Binomial ModelChapter 18: Multiperiod Binomial ModelChapter 19: The Black-Scholes-Merton ModelChapter 20: Using the Black-Scholes-Merton ModelPart IV: Interest Rate Derivatives Chapter 21: Yields and Forward RatesChapter 22: Interest Rate SwapsChapter 23: Single Period Binomial HJM ModelChapter 24: Multiperiod Binomial HJM ModelChapter 25: The HJM Libor ModelChapter 26: Risk Management ModelsAppendix: Mathematics and StatisticsReferencesNotationInformation Sources and WebsitesBooks on Derivatives