Journals Higher Education



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Published: 24 July 2008

816 Pages | 200 line illustrations


ISBN: 9780195301656

Bookseller Code (AG)

This text is published by OUP Higher Education Division


Options, Futures, and Swaps

R. Stafford Johnson

  • CD included with each text contains derivative programs for evaluating derivative strategies and pricing
  • Extensive coverage of debt derivatives, including managing fixed-income positions with OTC interest rate products and the derivation and use of the binomial interest rate tree
  • Three chapters on the binomial model, covering the model's derivation and the binomial pricing of American and European options on stocks, stocks with dividends, indexes, and currency
  • Option Strategies based on the Black-Scholes model
  • Coverage of the use and pricing of exotic options
  • Three supplemental appendices on exponents and logarithms, statistics, and bond fundamentals

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