Financial Derivatives
Published on 31. October 1996
Book
Paperback/Softback
392 pages
978-0-13-241399-2 (ISBN)
Description
A broad-based introduction to financial derivatives which covers both the technical aspects of these instruments and the markets in which they are traded, and the underlying concepts. The text balances out rigour and accessibility through a clear writing style, a graduated mathematical treatment, and the integration of numerous examples and worked activities to illustrate the application of techniques and facilitate self-assessment.
More details
Language
English
Place of publication
Upper Saddle River
United States
Publishing group
Pearson Education (US)
Target group
Professional and scholarly
Dimensions
Height: 236 mm
Width: 174 mm
Thickness: 18 mm
Weight
670 gr
ISBN-13
978-0-13-241399-2 (9780132413992)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Content
Introduction
1. Stock Index Futures
2. Short-Term Interest Rate Futures xxx; The Basics
3. Short-Term Interest Rate Futures xxx; Advanced
4. Strategies
5. Long-Term Interest Rate (Bond) Futures
6. Currency Forwards and Futures
7. Options xxx; The Basics
8. Hedging with Options
9. Trading with Options
10. Arbitrage with Options
11. Black-Scholes Option Pricing Models
12. Binomial Option Pricing Models
13. Swaps
APPENDICES:
(i) Glossary of Terms
(ii)References
1. Stock Index Futures
2. Short-Term Interest Rate Futures xxx; The Basics
3. Short-Term Interest Rate Futures xxx; Advanced
4. Strategies
5. Long-Term Interest Rate (Bond) Futures
6. Currency Forwards and Futures
7. Options xxx; The Basics
8. Hedging with Options
9. Trading with Options
10. Arbitrage with Options
11. Black-Scholes Option Pricing Models
12. Binomial Option Pricing Models
13. Swaps
APPENDICES:
(i) Glossary of Terms
(ii)References