Incluye referencias bibliográficas.

Preface -- 1. Introduction -- 2. Futures markets -- 3. Futures prices -- 4. Using futures markets -- 5. Interest rate futures: introduction -- 6. Interest rate futures: refinements -- 7. Stock index futures: introduction -- 8. Stock index futures: refinements -- 9. Foreign currency futures -- 10. The options market -- 11. Option payoffs and option strategies -- 12. Bounds on option prices -- 13. European option pricing -- 14. Option sensitivities and option hedging -- 15. American option pricing -- 16. Options on stock indexes, foreign currency, and futures -- 17. The options approach to corporate securities -- 18. Exotic options -- 19. Interest rate options -- 20. The swaps market: introduction -- 21. Swaps: economic analysis and pricing -- 22. Swaps: applications -- OPTION! Installation and tutorial -- Exercises for OPTION! -- Appendix A. Summary of accounting rules for derivative instruments -- Appendix B. Cumulative distribution function for the Standard Normal Random Variable -- Answers to selected end-of-chapter problems -- Index.