Options, Futures, and Other Derivatives Third Edition

Author: JOHNc
Publisher:
Publish Date: 2000-01-01
Features: This book is hailed as the bible for every Wall Street professional and is highly recognized in the field of financial investment practice and MBA teaching. Compared to the second edition, the new version includes the following major improvements:
1. A new chapter, "Introduction to the Binomial Tree Model," has been added. Additionally, most of the content in Chapter 16, "Interest Rate Derivatives and the Application of the Black Model," and Chapter 17, "Interest Rate Derivatives and Yield Curve Models," are new.
2. The content of Chapter 18, "New Types of Options," has been significantly revised, with more emphasis on how to value barrier options, lookback options, and other advanced derivatives.
3. New topics and materials have been introduced in many sections, such as the inclusion of accounting and tax content in Chapters 2 and 8, and the and revision of swap content in Chapter 5, among others.
4. "Suggested Readings" and "Exercises" have been added at the end of each chapter. This book is suitable for use by master's and senior undergraduate students in business, economics, and financial engineering programs.