quantitative-finance
38 notes
Chapter 1: Introduction
Chapter 2: Futures Markets and Central Counterparties
Chapter 3: Hedging Strategies Using Futures
Chapter 4: Interest Rates
Chapter 5: Determination of Forward and Futures Prices
Chapter 6: Interest Rate Futures
Chapter 7: Swaps
Chapter 8: Securitization and the Financial Crisis of 2007-8
Chapter 9: XVAs
Chapter 10: Mechanics of Options Markets
Chapter 11: Properties of Stock Options
Chapter 12: Trading Strategies Involving Options
Chapter 13: Binomial Trees
Chapter 14: Wiener Processes and Itô's Lemma
Chapter 15: The Black-Scholes-Merton Model
Chapter 16: Employee Stock Options
Chapter 17: Options on Stock Indices and Currencies
Chapter 18: Futures Options and Black's Model
Chapter 19: The Greek Letters
Chapter 20: Volatility Smiles and Volatility Surfaces
Chapter 21: Basic Numerical Procedures
Chapter 22: Value at Risk and Expected Shortfall
Chapter 23: Estimating Volatilities and Correlations
Chapter 24: Credit Risk
Chapter 25: Credit Derivatives
Chapter 26: Exotic Options
Chapter 27: More on Models and Numerical Procedures
Chapter 28: Martingales and Measures
Chapter 29: Interest Rate Derivatives: The Standard Market Models
Chapter 30: Convexity, Timing, and Quanto Adjustments
Chapter 31: Equilibrium Models of the Short Rate
Chapter 32: No-Arbitrage Models of the Short Rate
Chapter 33: Modeling Forward Rates
Chapter 34: Swaps Revisited
Chapter 35: Energy and Commodity Derivatives
Chapter 36: Real Options
Chapter 37: Derivatives Mishaps and What We Can Learn from Them
Options, Futures, and Other Derivatives