Derivatives principles and practice 2nd Edition

Chapter 1: Introduction

Part 1: Futures and Forwards

Chapter 2: Futures Markets

Chapter 3: Pricing Forwards and Futures I: The Basic Theory

Chapter 4: Pricing Forwards and Futures II

Chapter 5: Hedging with Futures & Forwards

Chapter 6: Interest-Rate Forwards & Futures

Part II: Equity Derivatives

Chapter 7: Options Markets

Chapter 8: Options: Payoffs & Trading Strategies

Chapter 9: No-Arbitrage Restrictions on Option Prices

Chapter 10: Early Exercise and Put-Call Parity

Chapter 11: Option Pricing: An Introduction

Chapter 12: Binomial Option Pricing

Chapter 13: Implementing the Binomial Model

Chapter 14: The Black-Scholes Model

Chapter 15: The Mathematics of Black-Scholes

Chapter 16: Options Modeling: Beyond Black-Scholes

Chapter 17: Sensitivity Analysis: The Option “Greeks”

Chapter 18: Exotic Options I: Path-Independent Options

Chapter 19: Exotic Options II: Path-Dependent Options

Chapter 20: Value-at-Risk

Chapter 21: Convertible Bonds

Chapter 22: Real Options

Part III: Swaps

Chapter 23: Interest-Rate Swaps and Floating Rate Products

Chapter 24: Equity Swaps

Chapter 25: Currency Swaps

Part IV: Interest Rate Modeling

Chapter 26: The Term Structure of Interest Rates: Concepts

Chapter 27: Estimating the Yield Curve

Chapter 28: Modeling Term Structure Movements

Chapter 29: Factor Models of the Term Structure

Chapter 30: The Heath-Jarrow-Morton and Libor Market Models

Part V: Credit Derivative Products

Chapter 31: Credit Derivative Products

Chapter 32: Structural Models of Default Risk

Chapter 33: Reduced Form Models of Default Risk

Chapter 34: Modeling Correlated Default

Part VI: Computation

Chapter 35: Derivative Pricing with Finite Differencing

Chapter 36: Derivative Pricing with Monte Carol Simulation

Chapter 37: Using Octave