Financial Engineering: Derivatives and Risk Management

Preface.
DERIVATIVES: AN OVERVIEW.

Derivatives: An Overview.

FORWARDS AND FUTURES.

Futures Markets.

Stock Index Futures.

Currency Forwards and Futures.

Short-Term Interest Rate Futures.

T-Bond Futures.

OPTIONS AND SWAPS.

Options Markets.

Options Pricing.

Hedging and Volatility.

Option Spreads and Stock Options.

Foreign Currency Options.

Futures Options.

Portfolio Insurance.

Swaps.

ADVANCED DERIVATIVES AND STOCHASTIC PROCESSES.

Interest Rate Derivatives.

Complex Derivatives.

Asset Price Dynamics.

Pricing Interest Rate Derivatives.

Real Options (Alexander Workman, Co-Author).
RISK AND REGULATION.

Regulation of Financial Institutions.

Regulatory Framework in the UK and US.

Market Risk.

VaR: Mapping Cash Flows.

VaR: Statistical Issues.

Credit Risk.

Glossary.

List of Symbols.

List of 'Topic Boxes'.

Internet Sites.

References.

Author Index.

Subject Index.