Futures, Options and Swaps 5e

Gebonden Engels 2007 5e druk 9781405150491
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

A new and updated edition of the most readable, comprehensive text available on derivatives markets.

Utilizes an even more applied approach than previous editions
Provides an excellent balance between introductory and advanced topics
Extensively updated to incorporate and explicate development in the field including the areas of electronic trading platforms, globalization of markets, hedge funds, financial scandals involving derivatives, and government regulation
Revised to include over 50 text boxes with applied vignettes on topical issues, product profiles, and historical anecdotes

Specificaties

ISBN13:9781405150491
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:838
Druk:5

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Inhoudsopgave

Preface.
<p>Acknowledgments.</p>
<p>1. Introduction.</p>
<p>2. Futures Markets.</p>
<p>3. Futures Prices.</p>
<p>4. Using Futures Markets.</p>
<p>5. Interest Rate Futures: An Introduction.</p>
<p>6. Interest Rate Futures: Refinements.</p>
<p>7. Security Futures Products: An Introduction.</p>
<p>8. Security Futures Products: Refinements.</p>
<p>9. Foreign Exchange Futures.</p>
<p>10. The Options Market.</p>
<p>11. Option Payoffs and Option Strategies.</p>
<p>12. Bounds on Option Prices.</p>
<p>13. European Option Pricing.</p>
<p>14. Option Sensitivities and Option Hedging.</p>
<p>15. American Option Pricing.</p>
<p>16. Options on Stock Indexes, Foreign Currency, and Futures.</p>
<p>17. The Options Approach to Corporate Securities.</p>
<p>18. Exotic Options.</p>
<p>19. Interest Rate Options.</p>
<p>20. The Swaps Market: An Introduction.</p>
<p>21. Swaps: Economic Analysis and Pricing.</p>
<p>22. Swaps: Applications.</p>
<p>Appendix A: A Summary of Accounting Rules for Derivatives Instruments.</p>
<p>Appendix B: The Cumulative Distribution Function for the Standard Normal Random Variable.</p>
<p>Index</p>

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