Futures and Options in Risk Management
2nd Edition
Published on 9. January 1998
Book
Paperback/Softback
448 pages
978-1-86152-019-7 (ISBN)
Description
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.
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.
More details
Edition
2nd edition
Language
English
Place of publication
London
United Kingdom
Target group
College/higher education
Professional and scholarly
Dimensions
Height: 246 mm
Width: 189 mm
ISBN-13
978-1-86152-019-7 (9781861520197)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Person
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.