ESCP Europe

Chapter 1. Introduction --- Chapter 2. Mechanics of futures markets --- Chapter 3. Hedging strategies using futures --- Chapter 4. Interest rates --- Chapter 5. Determination of forward and futures prices --- Chapter 6. Interest rate futures --- Chapter 7. Swaps --- Chapter 8. Mechanics of option markets --- Chapter 9. Properties of stock options --- Chapter 10. Trading strategies involving options --- Chapter 11. Binomial trees --- Chapter 1. Introduction --- Chapter 2. Mechanics of futures markets --- Chapter 3. Hedging strategies using futures --- Chapter 4. Interest rates --- Chapter 5. Determination of forward and futures prices --- Chapter 6. Interest rate futures --- Chapter 7. Swaps --- Chapter 8. Mechanics of option markets --- Chapter 9. Properties of stock options --- Chapter 10. Trading strategies involving options --- Chapter 11. Binomial trees --- Chapter 12. Wiener processes and Ito's lemma --- Chapter 13. The Black-Scholes_Merton model --- Chapter 14. Employee stock options --- Chapter 15. Options on stock indice and currencies --- Chapter 16. Future options --- Chapter 17. The Greek letters --- Chapter 18. Volatility smiles --- Chapter 19. Basic numerical procedures --- Chapter 20. Value at risk --- Chapter 21. Estimating volatilities and correlations --- Chapter 22. Credit risk --- Chapter 23. Credit derivatives --- Chapter 24. Exotic options --- Chapter 25. Weather, energy, and insurance derivatives -- Chapter 26. More on models and numerical procedures --- Chapter 27. Martingales and measures --- Chapter 28. Interest rate derivatives: the standard market models --- Chapter 29. Convexity, timing, and Quanto adjustments --- Chapter 30. Interest rate derivatives: models of the short rate --- Chapter 31. Interest rate derivatives: HJM and LMM --- Chapter 32. Swaps revisited --- Chapter 33. Real options..