Applied Derivatives: Options, Futures, and Swaps Book

	List of Figures
	List of Tables
	Preface
1	An Introduction to Option Markets	1
2	Put-Call Parity and Other Pricing Restrictions	30
3	An Introduction to the Binomial Option Pricing Model	50
4	Advanced Binomial Option Pricing	81
5	Practical Issues Associated with Binomial and Black-Scholes-based Option Republication	99
6	The Black-Scholes Model: Using and Interpreting the "Greeks"	117
7	Options Arbitrage	138
8	Option Investing from a Risk-Return Perspective	171
9	Advanced Option Replication: Creating the Most Cost-effective Replicating Portfolio	191
10	The Use of Exchange-traded Options in Asset Allocation	211
11	Pricing Interest Rate-dependent Financial Claims with Option Features	240
12	Introduction to Futures, Forward, and Swap Markets	264
13	Futures Pricing	286
14	Hedging with Futures	306
15	Interest Rate Futures	319
16	Swap Markets	352
	Index	377