| Preface |
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1 | (9) |
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Chapter 2 Mechanics of Futures Markets |
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10 | (6) |
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Chapter 3 Hedging Strategies Using Futures |
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16 | (6) |
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22 | (8) |
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Chapter 5 Determination of Forward and Futures Prices |
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30 | (9) |
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Chapter 6 Interest Rate Futures |
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39 | (7) |
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46 | (9) |
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Chapter 8 Securitization and the Credit Crisis of 2007 |
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55 | (3) |
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Chapter 9 OIS Discounting, Credit Issues, and Funding Costs |
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58 | (3) |
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Chapter 10 Mechanics of Options Markets |
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61 | (8) |
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Chapter 11 Properties of Stock Options |
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69 | (7) |
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Chapter 12 Trading Strategies Involving Options |
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76 | (7) |
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Chapter 13 Binomial Trees |
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83 | (10) |
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Chapter 14 Wiener Processes and Ito's Lemma |
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93 | (7) |
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Chapter 15 The Black-Scholes-Merton Model |
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100 | (14) |
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Chapter 16 Employee Stock Options |
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114 | (3) |
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Chapter 17 Options on Stock Indices and Currencies |
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117 | (10) |
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Chapter 18 Futures Options |
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127 | (8) |
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Chapter 19 The Greek Letters |
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135 | (12) |
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Chapter 20 Volatility Smiles |
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147 | (7) |
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Chapter 21 Basic Numerical Procedures |
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154 | (15) |
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169 | (5) |
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Chapter 23 Estimating Volatilities and Correlations |
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174 | (6) |
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180 | (8) |
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Chapter 25 Credit Derivatives |
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188 | (7) |
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Chapter 26 Exotic Options |
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195 | (8) |
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Chapter 27 More on Models and Numerical Procedures |
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203 | (10) |
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Chapter 28 Martingales and Measures |
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213 | (7) |
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Chapter 29 Interest Rate Derivatives: The Standard Market Models |
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220 | (7) |
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Chapter 30 Convexity, Timing, and Quanto Adjustments |
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227 | (6) |
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Chapter 31 Interest Rate Derivatives: Models of the Short Rate |
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233 | (9) |
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Chapter 32 HJM, LMM, and Multiple Zero Curves |
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242 | (5) |
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Chapter 33 Swaps Revisited |
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247 | (3) |
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Chapter 34 Energy and Commodity Derivatives |
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250 | (4) |
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254 | |
