Options, Futures, and Other Derivatives with Derivagem CD
Prentice Hall
978-0-13-504532-9 (ISBN)
- Titel erscheint in neuer Auflage
- Artikel merken
Designed to bridge the gap between theory and practice, this highly successful book is regarded as the standard reference on trading floors and in academic classrooms throughout the world.
Introduction
Chapter 1: Mechanics of Futures Markets
Chapter 2: Hedging Strategies Using Futures
Chapter 3: Interest Rates
Chapter 4: Determination of Forward and Futures Prices
Chapter 5: Interest Rate Futures
Chapter 6: Swaps
Chapter 7: Mechanics of Options Markets
Chapter 8: Properties of Stock Options
Chapter 9: Trading Strategies Involving Options
Chapter 10: Binomial Trees
Chapter 11: Wiener Processes and Ito’s Lemma
Chapter 12: The Black-Scholes-Merton Model
Chapter 13: Employee Stock Options
Chapter 14: Options on Stock Indices and Currencies
Chapter 15: Options on Futures
Chapter 16: Greek Letters
Chapter 17: Volatility Smiles
Chapter 18: Basic Numerical Procedures
Chapter 19: Value at Risk
Chapter 20: Estimating Volatilities and Correlations for Risk Management
Chapter 21: Credit Risk
Chapter 22: Credit Derivatives
Chapter 23: Exotic Options
Chapter 24: Insurance, Weather, and Energy Derivatives
Chapter 25: More on Models and Numerical Procedures
Chapter 26: Martingales and Measures
Chapter 27: Interest Rate Derivatives: The Standard Market Models
Chapter 28: Convexity, Timing and Quanto Adjustments
Chapter 29: Interest Rate Derivatives: Models of the Short Rate
Chapter 30: Interest Rate Derivatives: HJM and LMM
Chapter 31: Swaps Revisited
Chapter 32: Real Options
Chapter 33: Derivatives Mishaps and What We Can Learn from Them
Glossary of Terms
DerivaGem Software
Major Exchanges Trading Futures and Options
Table for N(x) when x= 0
Table for N(x) when x=0
Author index
Subject index
| Erscheint lt. Verlag | 28.6.2008 |
|---|---|
| Verlagsort | Upper Saddle River |
| Sprache | englisch |
| Themenwelt | Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung |
| ISBN-10 | 0-13-504532-0 / 0135045320 |
| ISBN-13 | 978-0-13-504532-9 / 9780135045329 |
| Zustand | Neuware |
| Haben Sie eine Frage zum Produkt? |
aus dem Bereich
