TY - BOOK AU - Constantinides,George M. TI - Financial derivatives: futures, forwards, swaps, options, corporate securities and credit default swaps T2 - World scientific lecture notes in economics, SN - 9789814618427 U1 - 332.6457 22 PY - 2015/// CY - Singapore PB - World Scientific Publishing KW - Derivative securities KW - BUEsh KW - Options (Finance) KW - Swaps (Finance) KW - BUSADM KW - October2016 KW - November2016 N1 - Introduction to forward and futures contracts -- Pricing forwards and futures -- Interest rate and currency swaps -- Introduction to options and no-arbitrage restrictions -- Trading strategies and slope and convexity restrictions -- Optimal early exercise of american options -- Binomial option pricing -- Using the binomial model -- The Black Scholes Merton Option : pricing formula ER -