Options, futures and other derivatives /
Պահպանված է:
| Հիմնական հեղինակ: | |
|---|---|
| Ձևաչափ: | Գիրք |
| Լեզու: | անգլերեն |
| Հրապարակվել է: |
Upper Saddle River, NJ :
Prentice Hall,
c2009.
|
| Հրատարակություն: | 7th ed. |
| Խորագրեր: | |
| Ցուցիչներ: |
Ավելացրեք ցուցիչ
Չկան պիտակներ, Եղեք առաջինը, ով նշում է այս գրառումը!
|
Բովանդակություն:
- Introduction
- Mechanics of futures markets
- Hedging strategies using futures
- Interest rates
- Determination of forward and futures prices
- Interest rate futures
- Swaps
- Mechanics of options markets
- Properties of stock options
- Trading strategies involving options
- Binomial trees
- Wiener processes and Ito's Lemma
- The Black-Scholes-Merton model
- Employee stock options
- Options on stock indices and currencies
- Options on futures
- Greek letters
- Volatility smiles
- Basic numerical procedures
- Value at risk
- Estimating volatilities and correlations for risk management
- Credit risk
- Credit derivatives
- Exotic options
- Insurance, weather, and energy derivatives
- More on models and numerical procedures
- Martingales and measures
- Interest rate derivatives : the standard market models
- Convexity, timing and quanto adjustments
- Interest rate derivatives : models of the short rate
- Interest rate derivatives : HJM and LMM
- Swaps revisited
- Real options
- Derivatives mishaps and what we can learn from them.