Derivatives markets and analysis / R. Stafford Johnson.

Futures and Forward Contracts. Futures Markets -- Currency Futures and Forward Contracts -- Equity Index Futures -- Interest Rate and Bond Futures and Forward Contracts -- Options Markets and Strategies. Fundamentals of Options Trading -- Non-Stock Options -- Option Strategies -- Option Hedging -- Option Pricing. Option Boundary Conditions and Fundamental Price Relations -- The Binomial Option Pricing Model -- The Black-Scholes Option Pricing Model -- Pricing Non-Stock Options and Futures Options -- Pricing Bond and Interest Rate Options -- Financial Swaps. Interest Rate Swaps -- Credit Default and Currency Swaps -- Supplemental Appendixes. Appendix A: Overview and Guide to the Bloomberg System -- Appendix B: Directory Listing of Bloomberg Screens by Menu and Function -- Appendix C: Uses of Exponents and Logarithms.

Includes index.

Online resource; title from PDF title page (John Wiley, viewed August 28, 2017).