Hoboken, New Jersey: Wiley & Sons, Inc., 2017. — 624 p.
Derivative Markets and Instruments.
Basics of Derivative Pricing and Valuation.
Pricing and Valuation of Forward Commitments.
Valuation of Contingent Claims.
Derivatives Strategies.
Risk Management.
Risk Management Applications of Forward and Futures Strategies.
Risk Management Applications of Option Strategies.
Risk Management Applications of Swap Strategies.