Statement of responsibility: Michael Durbin
ISBN: 0071743510, 9780071743518
Includes bibliographical references and index.
xiv, 272 p. : ill. ; 23 cm.
- Derivatives in a nutshell
- The forward contract
- The futures contract
- The swap contract
- The option contract
- Credit derivatives
- Using derivatives to manage risk
- Pricing forwards and futures
- Pricing swaps
- Pricing options
- Hedging a derivatives position
- Derivatives and the 2008 financial meltdown.