Preface Part I: Introduction to Derivatives Chapter 1: Derivatives and Risk Management Chapter 2: Interest Rates Chapter 3: Stocks Chapter 4: Forwards and Futures Chapter 5: Options Chapter 6: Arbitrage and Trading Chapter 7: Financial Engineering and Swaps Part II: Forwards and Futures Chapter 8: Forward and Futures Markets Chapter 9: Futures Trading Chapter 10: Futures Regulations Chapter 11: The Cost of Carry Model Chapter 12: The Extended Cost of Carry Model Chapter 13: Futures Hedging Part III: Options Chapter 14: Options Markets and Trading Chapter 15: Option Trading Strategies Chapter 16: Option Relations Chapter 17: Single Period Binomial Model Chapter 18: Multiperiod Binomial Model Chapter 19: The Black-Scholes-Merton Model Chapter 20: Using the Black-Scholes-Merton Model Part IV: Interest Rate Derivatives Chapter 21: Yields and Forward Rates Chapter 22: Interest Rate Swaps Chapter 23: Single Period Binomial HJM Model Chapter 24: Multiperiod Binomial HJM Model Chapter 25: The HJM Libor Model Chapter 26: Risk Management Models Appendix: Mathematics and Statistics References Notation Information Sources and Websites Books on Derivatives.