So it's the 2nd edition?

连接中为第二版说明.本书是2002年出版的第一版. 内容为:
Contents
Acknowledgements xv
1. Introduction: The Market Context 1
1.1 Financial Intermediation and Risk 2
1.2 The Euromarkets 3
1.3 Modern Investment Banking 5
1.4 About this Book 6
2. The Money Mark ets 11
2.1 Chapter Overview 11
2.2 Domestic Money Markets 11
2.3 US Domestic Markets 12
2.4 Eurozone Markets 14
2.5 Sterling Money Markets 15
2.6 The Bank of Japan 15
2.7 Treasury Bills 16
2.8 Discounting Treasury Bills 17
2.9 US Commercial Paper 19
2.10 Credit Risk on USCP 20
2.11 Bankers’ Acceptances 21
2.12 The Eurocurrency Markets 22
2.13 Eurocurrency Loans and Deposits 22
2.14 Eurocurrency Rate Quotations 24
2.15 Eurocurrency Certificates of Deposit 25
2.16 CD Yield to Maturity 26
2.17 Euro-Commercial Paper 27
2.18 Repos and Reverses 27
2.19 Repo: Case Study 28
2.20 Other Features of Repos 28
2.21 Chapter Summary 30
3. The Foreign Exchange Market 31
3.1 Chapter Overview 31
3.2 Market Structure 31
3.3 FX Dealers and Brokers 32
3.4 Spot Foreign Exchange Deals 33
3.5 Sterling and Euro Quotations 34
3.6 Factors Affecting Spot FX Rates 34
3.7 36
3.8 Spot Position Keeping 38
3.9 40
3.10 Cross-Currency Rates 42
3.11 Outright Forward FX Deals 44
3.12 Forward FX Hedge: Case Study 44
3.13 Forward FX Formula 46
3.14 FX or Forward Swaps 47
3.15 FX Swap Quotations 49
3.16 Interpreting Forward Points 50
3.17 Chapter Summary 52
4. BondMarkets 53
4.1 Chapter Overview 53
4.2 Government Bond Markets 53
4.3 Sovereign Risk 55
4.4 US Government Bonds 56
4.5 US Treasury Quotations 58
4.6 US Treasury Strips 60
4.7 Bond Pricing 60
4.8 Pricing Coupon Bonds: Examples 62
4.9 Detailed Bond Valuation: US Treasury 63
4.10 Bond Yield 64
4.11 Reinvestment Assumptions 66
4.12 67
4.13 UK Government Bonds 68
4.14 Corporate Bonds 69
4.15 Credit Derivatives 70
4.16 Credit Ratings 71
4.17 Other Corporate Bond Features 71
4.18 Securitization 72
4.19 Eurobonds 73
4.20 Pricing Eurobonds at Issue 74
4.21 Chapter Summary 75
Appendix: Other Major Government Bond Markets 76
5. Bond Price Sensitivity 79
5.1 Chapter Overview 79
5.2 Bond Market Laws 79
5.3 Other Factors Affecting Price Sensitivity 80
5.4 Macaulay’s Duration 81
5.5 Calculating Macaulay’s Duration 82
5.6 Duration of a Zero 83
5.7 Modified Duration 84
5.8 Price Value of a Basis Point 86
5.9 Convexity 86
5.10 Measuring Convexity 87
5.11 Convexity Behaviour 88
5.12 Portfolio Duration 89
5.13 Dedication 90
5.14 Immunization 92
5.15 Duration-Based Hedges 94
5.16 Convexity Effects on Duration Hedges 95
5.17 Chapter Summary 96
6. The Yield Curve 97
6.1 Chapter Overview 97
6.2 Real and Nominal Interest Rates 97
6.3 Compounding Periods 98
6.4 The Yield Curve Defined 99
6.5 Theories of Yield Curves 100
6.6 Yield Curves and Credit Risk 102
6.7 Zero Coupon or Spot Rates 103
6.8 Bootstrapping 105
6.9 Relationship with the Par Curve 106
6.10 Pricing Models Using Spot Rates 107
6.11 Forward Rates 108
6.12 Discount Factors 110
6.13 Chapter Summary 111
7. Equity Markets 113
7.1 Chapter Overview 113
7.2 Debt and Equity 113
7.3 Additional Features of Equity 114
7.4 Hybrid Securities 115
7.5 Institutional Investors 116
7.6 Equity Investment Styles 116
7.7 Efficient Markets 117
7.8 Hedge Funds 119
7.9 Primary Markets 120
7.10 Subsequent Issues 122
7.11 Rights Issue: Example 122
7.12 Other New Share Issues 123
7.13 The London Stock Exchange 123
7.14 Stock Exchange Trading System (SETS) 125
7.15 The New York Stock Exchange 126
7.16 Depository Receipts 126
7.17 Stock Lending 127
7.18 Portfolio Trading 128
7.19 Chapter Summary 130
Appendix: Equity Market Statistics 131
8. Equity Analysis and Valuation 133
8.1 Chapter Overview 133
8.2 Valuation Principles 133
8.3 The Main Financial Statements 134
8.4 The Balance Sheet Equation 134
8.5 The Profit and Loss Account 136
8.6 UK Food Retailing: Case Study 136
8.7 Balance Sheets 137
8.8 Liabilities 139
8.9 Equity 139
8.10 Profit and Loss Accounts 140
8.11 Earnings per Share 141
8.12 Dividend per Share 142
8.13 143
8.14 143
8.15 Profitability Ratios 144
8.16 Composition of Return on Assets 146
8.17 Gearing/Leverage Ratios 147
8.18 Investor Ratios and Valuation 148
8.19 149
8.20 Applying Valuation Multiples 150
8.21 Other Valuation Multiples 151
8.22 Chapter Summary 152
9. Cash Flow Models in Equity Valuation 153
9.1 Chapter Overview 153
9.2 The Basic Dividend Discount Model 153
9.3 Constant Dividend Growth Models 155
9.4 The Implied Return on a Share 156
9.5 Required Return and Dividend Yield 157
9.6 Price/Earnings Ratio 158
9.7 Stage Dividend Discount Models 159
9.8 Two-Stage Model: Example 160
9.9 The Capital Asset Pricing Model 161
9.10 Beta 162
9.11 Market Return and the Risk Premium 163
9.12 The Equity Risk Premium Controversy 163
9.13 CAPM and Portfolio Theory 164
9.14 Free Cash Flow Valuation 167
9.15 Weighted Average Cost of Capital (WACC) 168
9.16 Residual Value 169
9.17 WACC and Gearing/Leverage 170
9.18 Constant Return on Assets: Case Study 170
9.19 Asset Beta 171
9.20 Company Value and Gearing/Leverage 172
9.21 Chapter Summary 172
10. 175
10.1 Chapter Overview 175
10.2 Forward Rate Agreements 175
10.3 FRA Application: Case Study 176
10.4 All-In Borrowing Cost 178
10.5 FRA Payment Legs 179
10.6 FRA Market Quotations 179
10.7 The Forward Interest Rate 181
10.8 Fair Forward Rate 183
10.9 Financial Futures 184
10.10 CME Eurodollar Futures 186
10.11 Eurodollar Futures Quotations 186
10.12 187
10.13 Futures Margining 188
10.14 Margining Example: Euribor Futures 189
10.15 Interest Rate Futures Hedge: Case Study 191
10.16 Futures Strips 192
10.17 FRAs and Futures Compared 195
10.18 Chapter Summary 195
195
11. Bond Futures 197
11.1 Chapter Overview 197
11.2 Definitions 197
11.3 The CBOT US Treasury Bond Future 198
11.4 Invoiced Amount 198
11.5 Conversion Factors 199
11.6 Long Gilt and Euro-Bund Futures 200
11.7 Forward Bond Price 202
11.8 Carry Cost 202
11.9 The Implied Repo Rate 203
11.10 The Cheapest to Deliver Bond 204
11.11 CTD Calculation: Example 205
11.12 Sellers’ Options 206
11.13 CTD Behaviour 207
11.14 Hedging with Bond Futures 207
11.15 Basis Risk 209
11.16 Hedging non-CTD Bonds 210
11.17 Other Uses of Bond Futures 211
11.18 Chapter Summary 212
12. Interest Rate Swaps 215
12.1 Chapter Overview 215
12.2 Swap Definitions 215
12.3 Basic Interest Rate Swap 216
12.4 Swap as Cash plus Forward Deals 218
12.5 Typical Swap Applications 219
12.6 Interest Rate Swap: Detailed Case Study 220
12.7 Standard Swap Terms 223
12.8 Comparative Advantage 223
12.9 Calculating All-In Gains 226
12.10 Swap Quotations 227
12.11 Credit Spreads 228
12.12 Determinants of Swap Spreads 229
12.13 Hedging Swaps with Treasuries 230
12.14 Cross-Currency Swaps 231
12.15 Chapter Summary 233
Appendix: Swap Variants 233

I downloaded the book...

The Wiley link says 2nd edition is May 2009.

But your book says Copyright © 2002 John Wiley & Sons, Ltd.

What do you think about that?

13. Interest Rate Swap Valuation 235
13.1 Chapter Overview 235
13.2 Valuing a Swap at Inception 235
13.3 Valuing the Swap Components 237
13.4 Swap Revaluation 239
13.5 Revaluation Between Payment Dates 240
13.6 The Forward Rate Method 240
13.7 Swap Revaluation Using Forward Rates 242
13.8 Variant on the Forward Rate Method 242
13.9 Swap Rate and LIBOR Rates 243
13.10 Approximate Swap Revaluation Methods 244
13.11 FRAs, Futures and Swap Rates 245
13.12 Pricing a Swap from Futures: Case Study 246
13.13 Swap Hedging 250
13.14 Chapter Summary 251
14. 253
14.1 Chapter Overview 253
14.2 Index Futures 253
14.3 Initial and Variation Margin 254
14.4 Exchange Delivery Settlement Price 256
14.5 Margin and Brokerage Arrangements 257
14.6 Hedging with Index Futures: Case Study 257
14.7 Hedge Efficiency 259
14.8 Other Uses of Index Futures 260
14.9 Pricing an Equity Forward Contract 261
14.10 Index Futures Fair Value 264
14.11 The Basis 264
14.12 Index Arbitrage Trade 265
14.13 Running the Arbitrage Desk 267
14.14 Features of Index Futures 268
14.15 Single Stock Futures 268
14.16 Equity Swaps 269
14.17 Equity Index Swap: Case Study 270
14.18 Managing the Risk on Equity Swaps 271
14.19 Hedging Swaps in the Cash Market 273
14.20 Structuring Equity Swaps 274
14.21 275
14.22 Chapter Summary 277
15. 279
15.1. Chapter Overview 279
15.2 Definitions 279
15.3 Types of Options 280
15.4 Basic Option Trading Strategies 281
15.5 282
15.6 Comparison with Cash Position 283
15.7 Selling a Call: Expiry Payoff Profile 284
15.8 284
15.9 Comparison with Shorting the Stock 286
15.10 Selling a Put: Expiry Payoff Profile 287
15.11 Summary: Intrinsic and Time Value 288
15.12 Stock Options on LIFFE 289
15.13 CBOE Stock Options 290
15.14 FT-SE 100 Index Options 291
15.15 Early Exercise 293
15.16 S&P Index Options 293
15.17 Chapter Summary 295
Appendix: Exotic Options 296
16. Option Valuation Models 301
16.1 Chapter Overview 301
16.2 Fundamental Principles 301
16.3 European Options 302
16.4 Early Exercise 304
16.5 Put–Call Parity 305
16.6 Synthetic Forward and Futures Positions 306
16.7 Put–Call Parity and American Options 307
16.8 Binomial Trees 307
16.9 Expanding the Tree 310
16.10 Black–Scholes Model 313
16.11 Black–Scholes with Dividends 315
16.12 316
16.13 Chapter Summary 316
Appendix: Measuring Historic Volatility 317
17. Option Pricing and Risks 321
17.1 Chapter Overview 321
17.2 Intrinsic and Time Value 321
17.3 Spot Price and Option Value 322
17.4 Time Value Behaviour 322
17.5 Volatility 324
17.6 Delta (D or d)             326
17.7 Delta Behaviour 327
17.8 Delta as the Hedge Ratio 327
17.9 Gamma (G or g ) 329
17.10 Re-adjusting the Delta Hedge 330
17.11 Delta and Gamma Behaviour 331
17.12 Theta (q) 332
17.13 Vega 334
17.14 Rho (r) 335
17.15 Chapter Summary 336
Appendix: Delta and Gamma Hedging 336
18. O ption S trat egies 341
18.1 Chapter Overview 341
18.2 Hedging with Put Options 341
18.3 342
18.4 Covered Call Writing 345
18.5 Collars 347
18.6 Zero Cost Collar 348
18.7 Bull Spread 349
18.8 Bear Spread 351
18.9 Put Ratio Spread 352
18.10 Calendar or Time Spread 354
18.11 Volatility Revisited 355
18.12 Volatility Trading: Case Study 356
18.13 Current Payoff Profiles 358
18.14 361
18.15 Other Volatility Trades 361
18.16 Chapter Summary 362
19. Currency and Interest Rate Options 365
19.1 Chapter Overview 365
19.2 Currency Options 365
19.3 Hedging FX Exposures: Case Study 366
19.4 Pricing Currency Options 369
19.5 Interest Rate Options 370
19.6 Exchange-Traded Interest Rate Options 371
19.7 Eurodollar Options 371
19.8 LIFFE Euribor Options 373
19.9 Caps, Floors and Collars 373
19.10 Interest Rate Cap: Case Study 374
19.11 Pricing Caps and Floors 376
19.12 Caplet Valuation: Example 377
19.13 Valuing Floors 378
19.14 Swaptions 379
19.15 Swaption Valuation 379
19.16 Interest Rate Strategies 381
19.17 Chapter Summary 382
Glossary of Financial Terms 383
Useful Internet Sites 435
Further Reading 437
Index 439

如果实在想要2009年版本的,抱歉我没有.想要这本书的朋友可以对比我粘贴的本书的目录和weily介绍中的目录,再做决定.