From the Book - Third Edition.
Short-term interest rate futures
Bond and stock index futures
Pricing and valuing swaps
Options / basics and pricing
Opions / volatility and the Greeks
Options / from building blocks to portfolios
Options / interest rate and exotic options
1development of the credit derivatives market
CDS pricing and credit indices
Applications for financial engineering
Managing interest-rate risk using fras, rutures and swaps
Managing interest-rate risk / using options and option-basedinstruments
