Introducing students and managers to the theory and practice of pricing and hedging futures, forwards, options and swaps, this work presents coverage of the use and risks of derivatives in treasury as well as portfolio management.
Introducing students and managers to the theory and practice of pricing and hedging futures, forwards, options and swaps, this work presents coverage of the use and risks of derivatives in treasury as well as portfolio management.
Auflage
Sprache
Verlagsort
Zielgruppe
Für höhere Schule und Studium
Für Beruf und Forschung
Maße
Höhe: 246 mm
Breite: 189 mm
ISBN-13
978-1-86152-019-7 (9781861520197)
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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.
