411 REFERENCE · Wikibooks
Financial Derivatives
Reference material by Wikibooks contributors. This retains its source identity and is not 411 news reporting.
This wikibook is devoted to detailing the methods for trading and evaluating financial derivatives, such as futures and options. This wikibook assumes a strong grasp of differential equations and some understanding of statistics. The ideas introduced will not make you into a good trader. They will merely provide you with some of the tools that derivatives traders use.
Detailed contents list
Chapter 1 ~ Introduction
Chapter 2 ~ Basic Derivatives Contracts
Forwards
Futures
Swaps
Options
Advanced Structures
Chapter 3 ~ Pricing of Derivatives
Chapter 4 ~ Derivatives in Risk Management
Chapter 5 ~ Real Options
References ~ References
Appendix I ~ Notions of Probability Theory
Appendix II ~ Notions of Stochastic Calculus
References
Fischer Black, "The pricing of commodity contracts", The Journal of Financial Economics, 3 (1976), pp. 167–179.
Stephen A. Ross, "Neoclassical Finance (Princeton Lectures in Finance)", Princeton University Press, 2004 .
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