Options, futures, and other derivatives
Revised edition of the author's Options, futures, and other derivatives, [2015].; Includes bibliographical references and indexes.; Preface -- Introduction -- Futures markets and central counterparties -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures...
שמור ב:
| מחבר ראשי: | |
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| פורמט: | ספר |
| שפה: | Undetermined |
| יצא לאור: |
New York
Pearson Education
2015
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| נושאים: | |
| גישה מקוונת: | http://lrc.tdmu.edu.vn/opac/search/detail.asp?aID=2&ID=30898 |
| תגים: |
הוספת תג
אין תגיות, היה/י הראשונ/ה לתייג את הרשומה!
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Thủ Dầu Một |
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| סיכום: | Revised edition of the author's Options, futures, and other derivatives, [2015].; Includes bibliographical references and indexes.; Preface -- Introduction -- Futures markets and central counterparties -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credit crisis of 2007 -- XVAS -- 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 -- Futures options -- The greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk and expected shortfall -- Estimating volatilities and correlations -- Credit risk -- Credit derivatives -- Exotic options -- More on models and numerical procedures -- Martingales and measures -- Interest rate derivatives : the standard market models -- Convexity, timing, and quanto adjustments -- Equilibrium models of the short rate -- No-arbitrage models of the short rate -- Hjm, lmm, and multiple zero curves -- Swaps revisited -- Energy and commodity derivatives -- Real options -- Derivatives mishaps and what we can learn from them -- Author index -- Subject index. |
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| תיאור פיזי: | xxiii, 868 pages |