Financial derivatives: futures, forwards, swaps, options, corporate securities, and credit default swaps

Derivatives markets are an important and growing segment of financial markets and play an important role in the management of risk. This invaluable set of lecture notes is meant to be used in conjunction with a standard textbook on derivatives in an advanced undergraduate or MBA elective course on f...

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Bibliographische Detailangaben
Beteilige Person: Kōnstantinidēs, Giōrgos 1947- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Singapore World Scientific [2015]
Schriftenreihe:World scientific lecture notes in economics vol. 1
Schlagwörter:
Links:https://doi.org/10.1142/9259
http://www.worldscientific.com/worldscibooks/10.1142/9259#t=toc
Zusammenfassung:Derivatives markets are an important and growing segment of financial markets and play an important role in the management of risk. This invaluable set of lecture notes is meant to be used in conjunction with a standard textbook on derivatives in an advanced undergraduate or MBA elective course on futures, forwards, swaps, options, corporate securities and credit default swaps. It covers the foundations of derivatives pricing in arbitrage-free markets, develops the methodology of risk-neutral valuation as well as discusses hedging and the management of risk
Umfang:1 Online-Ressource (XI, 219 Seiten) Illustrationen
ISBN:9789814618434