MARC Record from marc_columbia

LEADER: 03268fam a2200373 a 4500
001 1740165
005 20220608223804.0
008 950718s1996 maua b 001 0 eng
010 $a 95031894
020 $a0875845606
035 $a(OCoLC)32895048
035 $a(OCoLC)ocm32895048
035 $9ALF0372CU
035 $a(NNC)1740165
035 $a1740165
040 $aDLC$cDLC$dNNC$dOrLoB-B
043 $an-us---
050 00 $aHG6024.U6$bA73 1996
082 00 $a332.64/5$220
100 1 $aArditti, Fred D.$0http://id.loc.gov/authorities/names/no91008475
245 10 $aDerivatives :$ba comprehensive resource for options, futures, interest rate swaps, and mortgage securities /$cFred D. Arditti.
260 $aBoston :$bHarvard Business School Press,$c1996.
263 $a9604
300 $axxi, 394 pages :$billustrations ;$c25 cm.
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
490 1 $aFinancial Management Association survey and synthesis series
504 $aIncludes bibliographical references and index.
505 20 $gCh. 1.$tStock Option Basics --$gCh. 2.$tThe Institutional Environment for Stock Options --$gCh. 3.$tStock Option Pricing --$gCh. 4.$tRisk Management of an Option Portfolio --$gCh. 5.$tOption Products --$gCh. 6.$tExotic Options: Option Innovations to Meet Special Needs --$gCh. 7.$tInterest Rate Options --$gCh. 8.$tContract Characteristics and the Institutional Environment --$gCh. 9.$tPricing Futures, Forwards, and Options on Futures: General Considerations --$gCh. 10.$tTreasury Bill Futures --$gCh. 11.$tEurodollars --$gCh. 12.$tU.S. Treasury Bond and Note Futures --$gCh. 13.$tThe Standard & Poor's 500 Stock Price Index Futures Contract --$gCh. 14.$tBasics --$gCh. 15.$tSwap Pricing and Hedging --$gCh. 16.$tNongeneric Swaps --$gCh. 17.$tOptions on Swaps --$gCh. 18.$tThe Underlying Instruments and Market Characteristics --$gCh. 19.$tValuation and Hedging of Mortgage Pass-Throughs --$gCh. 20.$tCMOs, STRIPs, and Other Mortgage Derivative Instruments.
520 $aThe growth of derivative markets during the past decade has been nothing short of astounding and so, of late, has been the misunderstanding of their use. This book is the definitive resource on derivatives. It is the first to explain all four major classes of derivative instruments - options, futures, interest rate swaps, and mortgage securities - in terms of their market structure, applications, and pricing, with a focus on the valuation methods used most commonly by professional market participants.
520 8 $aUnlike most treatments of derivatives, this book offers detailed explanations of the institutional procedure and market practice for each class of derivative as well as the pricing and hedging of mortgage-backed securities and the central role of prepayment in both activities. It also covers a wide variety of topics such as the structuring of CMOs, PACs, and TACs; smile option pricing; and pricing and hedging of long-dated swaps.
650 0 $aDerivative securities$zUnited States.$0http://id.loc.gov/authorities/subjects/sh2009123215
830 0 $aFinancial Management Association survey and synthesis series.$0http://id.loc.gov/authorities/names/n86711126
852 00 $boff,bus$hHG6024.U6$iA73 1996