5/5 Star review for Options, Futures, and Other Derivatives.
This book is a great book for a vast over view of financial engineering. I highly recommend this book as a starter book for financial engineering masters students or those who want to be traders in any products. The book does a great job at explaining theory, math, and industry practices.
This book is not meant to cover all financial engineering at a great depth. To really dive deep in specific areas of financial engineering you will need to get other books that specialize in each topics.
Buy the book here: https://amzn.to/2P2weZs
TABLE OF CONTENTS
Chapter 1. Introduction
Chapter 2. Mechanics of Futures Markets
Chapter 3. Hedging Strategies Using Futures
Chapter 4. Interest Rates
Chapter 5. Determination of Forward and Futures Prices
Chapter 6. Interest Rate Futures
Chapter 7. Swaps
Chapter 8. Securitization and the Credit Crisis of 2007
Chapter 9. Mechanics of Options Markets
Chapter 10. Properties of Stock Options
Chapter 11. Trading Strategies Involving Options
Chapter 12. Binomial Trees
Chapter 13. Wiener Processes and Ito’s Lemma
Chapter 14. The Black-Scholes-Merton Model
Chapter 15. Employee Stock Options
Chapter 16. Options on Stock Indices and Currencies
Chapter 17. Options on Futures
Chapter 18. Greek Letters
Chapter 19. Volatility Smiles
Chapter 20. Basic Numerical Procedures
Chapter 21. Value at Risk
Chapter 22. Estimating Volatilities and Correlations
Chapter 23. Credit Risk
Chapter 24. Credit Derivatives
Chapter 25. Exotic Options
Chapter 26. More on Models and Numerical Procedures
Chapter 27. Martingales and Measures
Chapter 28. Interest Rate Derivatives: The Standard Market Models
Chapter 29. Convexity, Timing, and Quanto Adjustments
Chapter 30. Interest Rate Derivatives: Models of the Short Rate
Chapter 31. Interest Rate Derivatives: HJM and LMM
Chapter 32. Swaps Revisited
Chapter 33. Energy and Commodity Derivatives
Chapter 34. Real Options
Chapter 35. Derivatives Mishaps and What We Can Learn from Them
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Text Used in Course:
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Mechanics of Swaps
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Transform a Liability with Swaps
Transform an Asset with Swaps
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Day Count Conventions for Fixed Income Securities
Quotation Conventions for US T-Bills and US T-Bonds
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Determine LIBOR/Swap Zero Rates
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The Comparative Advantage Argument for Swaps
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Valuing Currency Swaps as Bonds and as a Portfolio of FRAs
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Questions 1.3, 1.5, 1.6, 1.16
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Determine a Futures Price for a T-Bond Futures Contract
assuming Cheapest-to-Deliver and Delivery Time is Known
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Cheapest-To-Deliver
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Duration-Based Hedging
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Valuing Swaps in terms of bonds
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Forward Price of an Investment Asset
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Currency Swaps
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Treasury Bond Futures
Conversion Factors for the Cheapest to Deliver Bond
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Eurodollar Futures vs Forward Rate Agreements
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Using Eurodollar Futures to Calculate Zero Rates
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Eurodollar Futures
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Note: An error in editing has been corrected - roughly 3 minutes were erroneously left out - that has been fixed now
Converting continuous compounding into other periodicities
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Forward Rate Agreements (FRAs)
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Forward Rate Agreements - an example
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Valuation of a Forward or Future price on Consumption Commodity with Storage Costs and Convenience Yields
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Valuing Swaps as a Portfolio of FRAs
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Forward Rate Agreements - Settlement and Valuation
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Forward Price of an Investment asset with No Income
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Duration
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Theories of the Term Structure of Interest Rates
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Valuation of a Forward or Future price on Commodity with Storage Costs
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Forward Price of an Investment asset with Known Income
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Eurodollar Futures
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