Sản phẩm phái sinh và quản trị rủi ro tài chính An in troduction to derivatives and risk management

Gồm 16 chương được chia thành 3 phần trình bày các nội dung: Giới thiệu; Cấu trúc thị trường quyền chọn; Các nguyên tắc định giá quyền chọn; Định giá quyền chọn bằng mô hình nhị phân; Định giá quyền chọn bằng mô hình Black-Scholes-Merton; Cá...

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Bibliographic Details
Main Author:	Chance, Don M
Other Authors:	Brooks, Robert
Format:	Book
Language:	Undetermined
Published:	Tp. Hồ Chí Minh; Singapore Cengage Learning; Trường Đại học Kinh tế Tp. Hồ Chí Minh 2015
Subjects:	Quản trị tài chính > Rủi ro; Sản phẩm phái sinh
Online Access:	http://lrc.tdmu.edu.vn/opac/search/detail.asp?aID=2&ID=27777
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Institutions:	Trung tâm Học liệu Trường Đại học Thủ Dầu Một

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Summary:	Gồm 16 chương được chia thành 3 phần trình bày các nội dung: Giới thiệu; Cấu trúc thị trường quyền chọn; Các nguyên tắc định giá quyền chọn; Định giá quyền chọn bằng mô hình nhị phân; Định giá quyền chọn bằng mô hình Black-Scholes-Merton; Các chiến lược quyền chọn; Các chiến lược quyền chọn nâng cao; Cấu trúc thị trường kỳ hạn và giao sau; Các nguyên lý định giá kỳ hạn, giao sau và quyền chọn trên hợp đồng giao sau: Chiến lược kinh doanh chênh lệch các hợp đồng giao sau; Chiến lược phòng ngừa rủi ro bằng hợp đồng giao sau và kỳ hạn...
Physical Description:	853tr.

Sản phẩm phái sinh và quản trị rủi ro tài chính An in troduction to derivatives and risk management

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