Derivatives : An Introduction
- Australia : Thomson , 2002 .
- xx . 444 p . : ill . ; 24 cm
Basic Principles of Stock Options Basic Option Strategies: Covered Calls and Protectives Puts Option Combinations and Spreads Option Pricing The Black-Scholes Option Pricing Model Option Greeks Fundamentals of the Futures Market and Fundamentals of Interest Rate Future Stock Index Futures Future Contracts And Portfolio Management Swap and Interest Rate Options Financial Engineering And Risk Management