Futures and Options Markets

  1. Advanced Derivative Instruments
    1. Interest Rate Swaps
      1. Plain Vanilla Swaps
        1. Fixed-for-Floating Exchanges
          1. Swap Pricing
            1. Credit Risk Considerations
              1. Market Applications
              2. Currency Swaps
                1. Principal and Interest Exchanges
                  1. Cross-Currency Applications
                    1. Hedging Foreign Investments
                      1. Comparative Advantage Theory
                      2. Equity Swaps
                        1. Total Return Swaps
                          1. Equity Index Swaps
                            1. Dividend Swaps
                              1. Variance Swaps
                              2. Credit Derivatives
                                1. Credit Default Swaps
                                  1. Credit Spread Options
                                    1. Basket Credit Derivatives
                                      1. Synthetic CDOs
                                      2. Exotic Options
                                        1. Barrier Options
                                          1. Asian Options
                                            1. Lookback Options
                                              1. Digital Options
                                                1. Compound Options
                                                2. Options on Futures
                                                  1. Contract Specifications
                                                    1. Pricing Relationships
                                                      1. Exercise and Assignment
                                                        1. Hedging Applications
                                                          1. Strategy Implementation

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                                                        11. Option Sensitivities and Risk Management

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                                                        13. Risk Management in Derivatives