Derivatives Markets

By Robert L. McDonald · Pearson · 2013

A textbook for courses in options, futures and derivatives, in the Pearson Series in Finance. Pearson describes it as explaining how business students can use derivatives in corporations, presenting the mathematics accessibly and using a narrative to build intuition about pricing and use. The library record of the third edition gives xxviii and 948 pages, Boston, copyright 2013.

On the syllabus

ACIA Capstone Exam — A3.9 Introductory derivatives – forwards and futures (C, SLT, SST): Chapters 2-5 — alternate reading; A3.10 General properties of options (C, SLT, SST): Chapters 3-9 — alternate reading; A3.11 Binomial pricing models (C, SLT, SST): Chapters 10-11 — alternate reading; A3.12 Black-Scholes option pricing model (C, SLT, SST): Chapter 12 — alternate reading; A3.13 Option Greeks and risk management (C, SLT, SST): Chapter 12 — alternate reading.

Contents unavailable The third edition's table of contents could not be read word for word: Pearson's catalogue page only summarizes it by part, and the library record carries no contents note. This page records the book's citation and its assignment from the CIA's syllabus.

Sources

Derivatives markets / Robert L. McDonald (Hitotsubashi University Library) — the edition statement (3rd ed.), Boston: Pearson, c2013, ISBN 9780321543080, xxviii, 948 pages, and the series
Derivatives Markets, 3rd edition (Pearson) — the publisher's description, and its listing of ISBN 9780321543080
CIA Education Syllabus – ACIA Capstone Exam and Modules (CIA, last updated January 19, 2026) — the citation (title, edition, author, ISBN) and the chapters assigned for the ACIA Capstone Exam as an alternate reading