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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Bibliographic Details
Main Author: Kōnstantinidēs, Giōrgos 1947- (Author)
Format: Electronic eBook
Language:English
Published: Singapore World Scientific [2015]
Series:World scientific lecture notes in economics vol. 1
Subjects:
Links:https://doi.org/10.1142/9259
http://www.worldscientific.com/worldscibooks/10.1142/9259#t=toc
Summary: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
Physical Description:1 Online-Ressource (XI, 219 Seiten) Illustrationen
ISBN:9789814618434