FUTURES OPTIONS RISK MANAGMNT
2nd Edition
Published on 15. May 1998
Book
Paperback/Softback
448 pages
978-1-86152-379-2 (ISBN)
Description
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.
More details
Edition
2nd Revised edition
Language
English
Place of publication
London
United Kingdom
Target group
College/higher education
Professional and scholarly
Edition type
Revised edition
Dimensions
Height: 239 mm
Width: 188 mm
Thickness: 33 mm
Weight
1158 gr
ISBN-13
978-1-86152-379-2 (9781861523792)
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
Other editions
Previous edition
Terry J. Watsham
Futures and Options in Risk Management
Book
07/1997
2nd Edition
Cengage Learning EMEA
€80.66
Article exhausted; check different version
Content
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.