Del 1 - World Scientific Lecture Notes in Economics

Financial Derivatives: Futures, Forwards, Swaps, Options, Corporate Securities, And Credit Default Swaps

Häftad, Engelska, 2015

AvGeorge Michael Constantinides,Usa) Constantinides, George Michael (Univ Of Chicago Booth School Of Business,Constantinides George M,CONSTANTINIDES GEORGE M

759 kr

Beställningsvara. Skickas inom 5-8 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.

Finns i fler format (1)

Inbunden

1 479 kr

Skickas inom 5-8 vardagar

Derivatives markets are an important and growing segment of financial markets and play an important role in the management of risk.This invaluable set of lecture notes is meant to be used in conjunction with a standard textbook on derivatives in an advanced undergraduate or MBA elective course on futures, forwards, swaps, options, corporate securities, and credit default swaps. It covers the foundations of derivatives pricing in arbitrage-free markets, develops the methodology of risk-neutral valuation, and discusses hedging and the management of risk.

Produktinformation

Utgivningsdatum2015-02-24
Mått153 x 231 x 15 mm
Vikt428 g
FormatHäftad
SpråkEngelska
SerieWorld Scientific Lecture Notes in Economics
Antal sidor232
FörlagWorld Scientific Publishing Co Pte Ltd
ISBN9789814618427

Tillhör följande kategorier

Finansiering inom Ekonomi och ledarskap

Introduction to Forward Contracts, Futures, and Swaps; Pricing Forwards and Futures; Interest Rate and Currency Swaps; Introduction to Options and No-Arbitrage Restrictions; Trading Strategies and Slope and Convexity Restrictions; Optimal Early Exercise of American Options; Binomial Option Pricing; Risk-Neutral Valuation; The Black-Scholes-Merton Option Pricing Formula; Extensions of the BSM Model; Risk Management with Options; Empirical Evidence and Time-Varying Volatility; The Pricing and Hedging of Corporate Securities (Common Stock, Senior and Junior Bonds, Callable Bonds, Warrants, Convertible Bonds, Putable Bonds, and Credit Default Swaps) and Credit Risk;

Mer från samma serie

Del 3

Econometric Models For Industrial Organization

Matthew Shum, Usa) Shum, Matthew (California Inst Of Tech, Shum Matthew, SHUM MATTHEW

Inbunden

1 479 kr

Del 5

Lecture Notes In Public Budgeting And Financial Management

William Duncombe, Duncombe William, DUNCOMBE WILLIAM

Inbunden

2 079 kr

Del 5

Lecture Notes In Public Budgeting And Financial Management

William Duncombe, Usa) Duncombe, William (Syracuse Univ, Duncombe William, DUNCOMBE WILLIAM

Häftad

1 059 kr

Del 3

Econometric Models For Industrial Organization

Matthew Shum, Usa) Shum, Matthew (California Inst Of Tech, Shum Matthew, SHUM MATTHEW

Häftad

589 kr

Del 4

Lecture Notes In Urban Economics And Urban Policy

John Yinger, Usa) Yinger, John (Syracuse Univ, Yinger John, YINGER JOHN

Inbunden

2 689 kr

Del 4

Lecture Notes In Urban Economics And Urban Policy

John Yinger, Usa) Yinger, John (Syracuse Univ, Yinger John, YINGER JOHN

Häftad

1 549 kr

Del 2

Economics Of The Middle East: Development Challenges

Julia C Devlin, Usa) Devlin, Julia C (Brookings Inst, Devlin Julia C, DEVLIN JULIA C

Inbunden

1 719 kr

Del 2

Economics Of The Middle East: Development Challenges

Julia C Devlin, Usa) Devlin, Julia C (Brookings Inst, Devlin Julia C, DEVLIN JULIA C

Häftad

919 kr

Du kanske också är intresserad av

Del 1