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Derivatives essentials an introduction to forwards, futures, options and swaps

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Derivatives essentials an introduction to forwards, futures, options and swaps

Derivatives EssentialsAn Introduction to Forwards, Futures, Options, and SwapsARON GOTTESMANo00.5WileyTable of ContentsPrefaceAcknowledgmentsAbout the

Derivatives essentials an introduction to forwards, futures, options and swapse AuthorPart One; Introduction to Forwards, Futures, and OptionsChapter 1; Forwards and Futureshilroduction1.1Forward contract characteristics1.2Long

forward payoff1.3Long forward P&L1.4Short forward payoff1.5Short forward P&L1:0 Long forward P&L diagram17 Short forward P&L diagram1:8 Forwards are z Derivatives essentials an introduction to forwards, futures, options and swaps

ero-sum gamesk9._Go.unterparty credit riskKey PointsChapter 2: Call OptionsIntroduction2.1Call option characteristics2.2Long call payoff2.3Long call P

Derivatives essentials an introduction to forwards, futures, options and swaps

&L2:4 Short call payoff2^JShoilcalLPiCL2-0 Long calLE&L-diagram2.7Short call P&L diagram2.8Call options are zero-sum games2.9Call option moneyness2.1E

Derivatives EssentialsAn Introduction to Forwards, Futures, Options, and SwapsARON GOTTESMANo00.5WileyTable of ContentsPrefaceAcknowledgmentsAbout the

Derivatives EssentialsAn Introduction to Forwards, Futures, Options, and SwapsARON GOTTESMANo00.5WileyTable of ContentsPrefaceAcknowledgmentsAbout the

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