Search Results - binomial options pricing model

Fundamentals of futures and options markets by Hull, John C. 1946-

Table of Contents: “…Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Introduction to binomial trees -- Valuing stock options : the Black-Scholes model -- Options on stock indices and currencies -- Futures options -- The Greek letters -- Binomial trees in practice -- Volatility smiles -- Value at risk -- Interest rate options -- Exotic options and other nonstandard products -- Credit derivatives -- Weather, energy, and insurance derivatives -- Derivatives mishaps and what we can learn from them.…”
Click Here to View Status and Holdings.

Introduction to Probability and Statistics for Science, Engineering, and Finance by Rosenkrantz, Walter A.

Click Here to View Status and Holdings.