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	Derivatives: Principles And Practices by Sundaram Das
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Table of Contents

Chapter 1: Introduction

Part 1: Futures and Forwards

Chapter 2: Futures Markets
Chapter 3: Pricing Forwards and Futures I: The Basic Theory
Chapter 4: Pricing Forwards and Futures II
Chapter 5: Hedging with Futures & Forwards
Chapter 6: Interest-Rate Forwards & Futures

Part II: Equity Derivatives

Chapter 7: Options Markets
Chapter 8: Options: Payoffs & Trading Strategies
Chapter 9: No-Arbitrage Restrictions on Option Prices
Chapter 10: Early Exercise and Put-Call Parity
Chapter 11: Option Pricing: An Introduction
Chapter 12: Binomial Option Pricing
Chapter 13: Implementing the Binomial Model
Chapter 14: The Black-Scholes Model
Chapter 15: The Mathematics of Black-Scholes
Chapter 16: Options Modeling: Beyond Black-Scholes
Chapter 17: Sensitivity Analysis: The Option “Greeks”
Chapter 18: Exotic Options I: Path-Independent Options
Chapter 19: Exotic Options II: Path-Dependent Options
Chapter 20: Value-at-Risk
Chapter 21: Convertible Bonds
Chapter 22: Real Options

Part III: Swaps

Chapter 23: Interest-Rate Swaps and Floating Rate Products
Chapter 24: Equity Swaps
Chapter 25: Currency Swaps

Part IV: Interest Rate Modeling

Chapter 26: The Term Structure of Interest Rates: Concepts
Chapter 27: Estimating the Yield Curve
Chapter 28: Modeling Term Structure Movements
Chapter 29: Factor Models of the Term Structure
Chapter 30: The Heath-Jarrow-Morton and Libor Market Models

Part V: Credit Derivative Products

Chapter 31: Credit Derivative Products
Chapter 32: Structural Models of Default Risk
Chapter 33: Reduced Form Models of Default Risk
Chapter 34: Modeling Correlated Default

Part VI: Computation

Chapter 35: Derivative Pricing with Finite Differencing
Chapter 36: Derivative Pricing with Monte Carol Simulation
Chapter 37: Using Octave

ISBN - 9781259097096

Pages : 944

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Derivatives: Principles And Practices

by Sundaram Das