Introduction to Financial Mathematics : With Computer Applications (Paperback)

Contents

Preface to the Instructor ......................................................................................xv
Preface to the Student.........................................................................................xix
Acknowledgments...............................................................................................xxi
About the Authors ........................................................................................... xxiii

1. Introduction to Financial Derivatives and Valuation ...........................................1

2. Introduction to Interest Rates, Bonds, and Equities............................................63

3. Fundamentals of Financial Derivative Pricing ....................................................111

4. More about Derivative Pricing .........................................................................211

5. Risk Management and Hedging Strategies .......................................................263

6. Portfolio Management .....................................................................................351

7. Interest Rate Derivatives Modeling and Risk

Management in the HJM Framework...................................................................407

8. Credit Risk and Credit Derivatives....................................................................471

Index ..................................................................................................................549