This revised and expanded edition introduces students and managers to the theory and practice of pricing and hedging futures, forwards, options and swaps. The presentation is clear and logical, signposting difficult formulae to allow non-mathematicians to benefit from the book. Expanded coverage is given to the use and risks of derivatives in treasury as well as portfolio management. Topical new material is included on commodity derivatives, exotic options and the risks associated with derivatives trading.
This revised and expanded edition introduces students and managers to the theory and practice of pricing and hedging futures, forwards, options and swaps. The presentation is clear and logical, signposting difficult formulae to allow non-mathematicians to benefit from the book. Expanded coverage is given to the use and risks of derivatives in treasury as well as portfolio management. Topical new material is included on commodity derivatives, exotic options and the risks associated with derivatives trading.
Auflage
Sprache
Verlagsort
Zielgruppe
Für höhere Schule und Studium
Für Beruf und Forschung
Maße
Höhe: 246 mm
Breite: 189 mm
ISBN-13
978-1-86152-009-8 (9781861520098)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Klassifikation
The essential mathematics of derivative securities; the general principles of valuing forwards and futures; the general principles of valuing options; equity derivatives; equity index derivatives; forwards and futures; currency options; short term interest rate futures; bond futures; options on debt instruments and interest rates; commodity futures; commodity options; swaps; exotic options; managing risk in futures, options and swap positions.
