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Book Categories |
Preface | ||
Acknowledgments | ||
Ch. 1 | Stock Option Basics | 3 |
Ch. 2 | The Institutional Environment for Stock Options | 19 |
Ch. 3 | Stock Option Pricing | 31 |
Ch. 4 | Risk Management of an Option Portfolio | 75 |
Ch. 5 | Option Products | 93 |
Ch. 6 | Exotic Options: Option Innovations to Meet Special Needs | 105 |
Ch. 7 | Interest Rate Options | 119 |
Ch. 8 | Contract Characteristics and the Institutional Environment | 149 |
Ch. 9 | Pricing Futures, Forwards, and Options on Futures: General Considerations | 161 |
Ch. 10 | Treasury Bill Futures | 173 |
Ch. 11 | Eurodollars | 195 |
Ch. 12 | U.S. Treasury Bond and Note Futures | 207 |
Ch. 13 | The Standard & Poor's 500 Stock Price Index Futures Contract | 235 |
Ch. 14 | Basics | 245 |
Ch. 15 | Swap Pricing and Hedging | 261 |
Ch. 16 | Nongeneric Swaps | 283 |
Ch. 17 | Options on Swaps | 297 |
Ch. 18 | The Underlying Instruments and Market Characteristics | 307 |
Ch. 19 | Valuation and Hedging of Mortgage Pass-Throughs | 327 |
Ch. 20 | CMOs, STRIPs, and Other Mortgage Derivative Instruments | 345 |
References and Suggested Reading | 375 | |
Index | 387 |
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