Abstract
Introduction to Forward Contracts, Futures, and Swaps Pricing Forwards and Futures Interest Rate and Currency Swaps Introduction to Options and No-Arbitrage Restrictions Trading Strategies and Slope and Convexity Restrictions Optimal Early Exercise of American Options Binomial Option Pricing Risk-Neutral Valuation The Black-Scholes-Merton Option Pricing Formula Extensions of the BSM Model Risk Management with Options Empirical Evidence and Time-Varying Volatility The Pricing and Hedging of Corporate Securities (Common Stock, Senior and Junior Bonds, Callable Bonds, Warrants, Convertible Bonds, Putable Bonds, and Credit Default Swaps) and Credit Risk
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