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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