دانلود کتاب Essays in Derivatives: Risk-Transfer Tools and Topics Made Easy

In the updated second edition of Don Chance’s well-received Essays in Derivatives, the author once again keeps derivatives simple enough for the beginner, but offers enough in-depth information to satisfy even the most experienced investor. This book provides up-to-date and detailed coverage of various financial products related to derivatives and contains completely new chapters covering subjects that include why derivatives are used, forward and futures pricing, operational risk, and best practices.Content: Chapter 1 The Structure of Derivative Markets (pages 1–5): Chapter 2 A Brief History of Derivatives (pages 7–14): Chapter 3 Why Derivatives? (pages 15–23): Chapter 5 Options (pages 29–31): Chapter 6 Swaps (pages 33–35): Chapter 4 Forward Contracts and Futures Contracts (pages 25–28): Chapter 7 Types of Risks (pages 37–40): Chapter 8 Interest Rate Derivatives: Fras and Options (pages 41–47): Chapter 9 Interest Rate Derivatives: Swaps (pages 49–52): Chapter 10 Currency Swaps (pages 53–56): Chapter 11 Structured Notes (pages 57–60): Chapter 12 Securitized Instruments (pages 61–65): Chapter 13 Equity Swaps (pages 67–69): Chapter 14 Equity?Linked Debt (pages 71–73): Chapter 15 Commodity Swaps (pages 75–77): Chapter 16 American Versus European Options (pages 79–82): Chapter 17 Swaptions (pages 83–87): Chapter 18 Credit Derivatives (pages 89–93): Chapter 19 Volatility Derivatives (pages 95–98): Chapter 20 Weather and Environmental Derivatives (pages 99–102): Chapter 21 Forward and Futures Pricing (pages 103–110): Chapter 22 Put?Call Parity for European Options on Assets (pages 111–114): Chapter 23 Put?Call Parity for American Options on Assets (pages 115–118): Chapter 24 Call Options as Insurance and Margin (pages 119–121): Chapter 25 A Nontechnical Introduction to Brownian Motion (pages 123–127): Chapter 26 Building a Model of Brownian Motion in the Stock Market (pages 129–132): Chapter 27 Option Pricing: The Black?Scholes?Merton Model (pages 133–137): Chapter 28 Option Pricing: The Binomial Model (pages 139–142): Chapter 29 Option Pricing: Numerical Methods (pages 143–146): Chapter 30 Dynamic Option Replication (pages 147–151): Chapter 31 Risk?Neutral Pricing of Derivatives: I (pages 153–157): Chapter 32 Risk?Neutral Pricing of Derivatives: II (pages 159–163): Chapter 33 It'S All Greek to Me (pages 165–168): Chapter 34 Implied Volatility (pages 169–173): Chapter 35 American Call Option Pricing (pages 175–179): Chapter 36 American Put Option Pricing (pages 181–184): Chapter 37 Swap Pricing (pages 185–189): Chapter 38 Asset Allocation with Derivatives (pages 191–195): Chapter 39 Protective Puts and Portfolio Insurance (pages 197–200): Chapter 40 Misconceptions about Covered Call Writing (pages 201–203): Chapter 41 Hedge Funds and Other Privately Managed Accounts (pages 205–208): Chapter 42 Spreads, Collars, and Prepaid Forwards (pages 209–212): Chapter 43 Box Spreads (pages 213–216): Chapter 44 Barrier Options (pages 217–221): Chapter 45 Straddles and Chooser Options (pages 223–226): Chapter 46 Compound and Installment Options (pages 227–230): Chapter 47 Digital Options (pages 231–234): Chapter 48 Geographic Options (pages 235–237): Chapter 49 Multi?Asset Options (pages 239–242): Chapter 50 Range Forwards and Break Forwards (pages 243–248): Chapter 51 Lookback Options (pages 249–251): Chapter 52 Deferred Start and Contingent Premium Options (pages 253–256): Chapter 53 Duration (pages 257–262): Chapter 54 Limitations of Duration and the Concept of Convexity (pages 263–267): Chapter 55 The Term Structure of Interest Rates (pages 269–272): Chapter 56 Theories of the Term Structure: I (pages 273–277): Chapter 57 Theories of the Term Structure: II (pages 279–283): Chapter 58 Simple Models of the Term Structure: Vasicek and Cox?Ingersoll?Ross (pages 285–289): Chapter 59 No?Arbitrage Models of the Term Structure: Ho?Lee and Heath?Jarrow?Morton (pages 291–295): Chapter 60 Tree Pricing of Bonds and Interest Rate Derivatives: I (pages 297–300): Chapter 61 Tree Pricing of Bonds and Interest Rate Derivatives: II (pages 301–305): Chapter 62 Tree Pricing of Bonds and Interest Rate Derivatives: III (pages 307–311): Chapter 63 Tree Pricing of Bonds and Interest Rate Derivatives: IV (pages 313–317): Chapter 64 Tree Pricing of Bonds and Interest Rate Derivatives: V (pages 319–323): Chapter 65 Stock Options (pages 325–333): Chapter 66 Value at Risk (pages 335–340): Chapter 67 Stock as an Option (pages 341–344): Chapter 68 The Credit Risk of Derivatives (pages 345–348): Chapter 69 Operational Risk (pages 349–353): Chapter 70 Risk Management in an Organization (pages 355–359): Chapter 71 Accounting and Disclosure of Derivatives (pages 361–366): Chapter 72 Worst Practices in Derivatives (pages 367–373): Chapter 73 Best Practices in Derivatives (pages 375–377):