Financial derivatives: futures, forwards, swaps, options, corporate securities, and credit default swaps
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hackensack, NJ [u.a.]
World Scientific Publ.
2015
|
| Series: | World Scientific Lecture notes in economics
1 |
| Subjects: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027725865&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Physical Description: | XI, 219 S. Ill., graph. Darst. |
| ISBN: | 9789814618410 981461842X 9789814618427 |
Staff View
MARC
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| 245 | 1 | 0 | |a Financial derivatives |b futures, forwards, swaps, options, corporate securities, and credit default swaps |c George M Constantinides |
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Record in the Search Index
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|---|---|
| adam_text | Contents
About the Author ix
Preface xi
Chapter 1 Introduction to Forward and Futures Contracts 1
Chapter 2 Pricing Forwards and Futures 13
Chapter 3 Interest Rate and Currency Swaps 39
Chapter 4 Introduction to Options and No-Arbitrage
Restrictions 61
Chapter 5 Trading Strategies and Slope
and Convexity Restrictions 81
Chapter 6 Optimal Early Exercise of American Options 95
Chapter 7 Binomial Option Pricing 107
Chapter 8 Using the Binomial Model 123
Chapter 9 The Black-Scholes-Merton Option
Pricing Formula 139
♦ *
vu
viii Contents
Chapter 10 Options on Futures 151
Chapter 11 Risk Management 161
Chapter 12 Empirical Evidence and Fixes 179
Chapter 13 Corporate Securities and Credit Risk 197
|
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| id | DE-604.BV042288652 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T17:06:52Z |
| institution | BVB |
| isbn | 9789814618410 981461842X 9789814618427 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027725865 |
| oclc_num | 903893570 |
| open_access_boolean | |
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| physical | XI, 219 S. Ill., graph. Darst. |
| publishDate | 2015 |
| publishDateSearch | 2015 |
| publishDateSort | 2015 |
| publisher | World Scientific Publ. |
| record_format | marc |
| series | World Scientific Lecture notes in economics |
| series2 | World Scientific Lecture notes in economics |
| spellingShingle | Kōnstantinidēs, Giōrgos 1947- Financial derivatives futures, forwards, swaps, options, corporate securities, and credit default swaps World Scientific Lecture notes in economics Derivat Wertpapier (DE-588)4381572-8 gnd |
| subject_GND | (DE-588)4381572-8 |
| title | Financial derivatives futures, forwards, swaps, options, corporate securities, and credit default swaps |
| title_auth | Financial derivatives futures, forwards, swaps, options, corporate securities, and credit default swaps |
| title_exact_search | Financial derivatives futures, forwards, swaps, options, corporate securities, and credit default swaps |
| title_full | Financial derivatives futures, forwards, swaps, options, corporate securities, and credit default swaps George M Constantinides |
| title_fullStr | Financial derivatives futures, forwards, swaps, options, corporate securities, and credit default swaps George M Constantinides |
| title_full_unstemmed | Financial derivatives futures, forwards, swaps, options, corporate securities, and credit default swaps George M Constantinides |
| title_short | Financial derivatives |
| title_sort | financial derivatives futures forwards swaps options corporate securities and credit default swaps |
| title_sub | futures, forwards, swaps, options, corporate securities, and credit default swaps |
| topic | Derivat Wertpapier (DE-588)4381572-8 gnd |
| topic_facet | Derivat Wertpapier |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027725865&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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