TY  - BOOK
AU  - Cuthbertson,Keith
AU  - Nitzsche,Dirk
AU  - O'Sullivan,Niall Michael
TI  - Derivatives: : theory and practice
SN  - 9781119595595
U1  - 332.6457 
PY  - 2020///
CY  - Chichester, West Sussex
PB  - Wiley
KW  - Derivative securities
N1  - Includes bibliographical references (pages 867-869) and indexes; Chapter 1. Derivative securities; Part I. Forwards and futures; Chapter 2. Future markets; Chapter 3. Forward and future prices; Chapter 4. Futures : hedging and speculation; Chapter 5. Index futures; Chapter 6. Strategies : stock index futures; Chapter 7. Currency forwards and futures; Part II. Fixed income : cash markets; Chapter 8. Interest rates; Chapter 9. Bond markets; Chapter 10. Bonds : duration and convexity; Part III. Fixed income futures contracts; Chapter 11. Interest rates futures; Chapter 12. Hedging with interest rate futures; Chapter 13. T-bond futures; Part IV. Options; Chapter 14. Options markets; Chapter 15. Uses of options; Chapter 16. Black-Scholes model; Chapter 17. Option strategies; Chapter 18. Stock options and stock index options; Chapter 19. Foreign currency options; Chapter 20. Options on futures; Part V. Options pricing; Chapter 21. BOPM : introduction; Chapter 22. BOPM : implementation; Chapter 23. BOPM : extensions; Chapter 24. Analysis of Black-Scholes; Chapter 25. Pricing European options; Chapter 26. Pricing options : Monte Carlo simulation; Part VI. The Greeks; Chapter 27. Delta hedging; Chapter 28. The Greeks; Chapter 29. Portfolio insurance; Part VII. Advanced options; Chapter 30. Other options; Chapter 31. Exotic options; Chapter 32. Energy and weather derivatives; Part VIII. Swaps; Chapter 33. Interest rate swaps; Chapter 34. Pricing interest rate swaps; Chapter 35. Other interest rate swaps; Chapter 36. Currency swaps; Part IX. Fixed income derivatives; Chapter 38. T-bond option, caps, floors and collar; Chapter 39. Swaptions, forward swaps, and MBS; Chapter 40. Pricing fixed income; Chapter 41. Pricing fixed income derivatives : BOPM; Part X. Credit derivatives; Chapter 42. Credit default swaps (CDS); Chapter 43. Securitisation, ABSs and CDOs; Part XI. Market risk; Chapter 44. Value at risk; Chapter 45. VaR : other portfolios; Chapter 46. VaR : alternative measures; Part XII. Price dynamics; Chapter 47. Assets price dynamics; Chapter 48. Black-Scholes PDE; Chapter 49. Equilibrium models : term structure
ER  -