Introduction to Derivatives: Options, Futures, and Swaps by R. Stafford JohnsonIntroduction to Derivatives: Options, Futures, and Swaps by R. Stafford Johnson

Introduction to Derivatives: Options, Futures, and Swaps

byR. Stafford Johnson

Hardcover | April 11, 2008

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Introduction to Derivatives: Options, Futures, and Swaps offers a comprehensive coverage of derivatives. The text covers a broad range of topics, including basic and advanced option and futures strategies, the binomial option pricing model, the Black-Scholes-Merton model, exotic options,binomial interest rate trees, dynamic portfolio insurance, the management of equity, currency, and fixed-income positions with derivatives, interest rate, currency, and credit default swaps, embedded options, and asset-backed securities and their derivatives. With over 300 end-of-chapter problems and web exercises, an appendix explaining Bloomberg derivative information and functions, and an accompanying software derivatives program, this book has a strong pedagogical content that will take students from a fundamental to an advanced understanding ofderivatives.
R. Stafford Johnson is a Professor of Finance at Williams College of Business at Xavier University.
Title:Introduction to Derivatives: Options, Futures, and SwapsFormat:HardcoverDimensions:656 pages, 10 × 7 × 0.98 inPublished:April 11, 2008Publisher:Oxford University PressLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:019530165X

ISBN - 13:9780195301656

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Table of Contents

Part I: Option Strategies and MarketsPart II: Option PricingPart III: Futures and Futures Option ContractsPart IV: Managing Equity, Currency, and Debt Positions with DerivativesPart V: SwapsPart VI: Embedded Options and Asset-Backed SecuritiesAnswers to Selected End-of-the-Chapter ProblemsGlossary of TermsIndex