Robert E. Whaley

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Preface

Derivatives contracts and markets

Assumptions and interest rate mechanics

Relation between return and risk

No-arbitrage relations: Forwards, futures, swaps

Risk management strategies: Futures

No-arbitrage relations: Options

Valuing standard options analytically

Valuing non-standard options analytically

Valuing options numerically

Risk management strategies: Options

Stock products

Corporate securities

Compensation agreements

Stock index products: Futures and options

Stock index products: Strategy-based

Currency products

Interest rate products: Futures and options

Interest rate products: Swaps

Credit products

Valuing interest rate products numerically

Commodity products

Key lessons

Appendix A: Elementary statistics

Appendix B: Regression analysis

Appendix C: Statistical tables

Appendix D: Glossary