Check nearby libraries
Buy this book

This work doesn't have a description yet. Can you add one?
Check nearby libraries
Buy this book

Subjects
Futures, Derivative securities, Stock options, Options (Finance), Optionsgeschäft, Instruments dérivés (Finances), Options d'achat d'actions, Termijnhandel, Options (finances), Marchés à terme d'instruments financiers, Derivat, Financial Futures, Termingeschäft, Opties, Marchés à terme, Industrial management, Success in business, Hg6024.a3 h85 2006, 332.64/5Edition | Availability |
---|---|
1
Options, futures and other derivatives
2008, Prentice Hall
in English
- 7th ed.
0136015867 9780136015864
|
aaaa
|
2
Options, futures, and other derivatives
2005, Pearson, Prentice Hall
in English
- 6th ed.
0131499084 9780131499089
|
zzzz
|
3
Options, futures, & other derivatives
2003, Prentice Hall
in English
- 5th ed.
0130465925 9780130465924
|
zzzz
|
4
Options, futures & other derivatives
2000, Prentice Hall International
in English
- 4th international ed.
0130158224 9780130158222
|
zzzz
|
5
Options, futures, and other derivatives
1997, Prentice Hall, Prentice-Hall International
in English
- 3rd ed.
0132643677 9780132643672
|
zzzz
|
6
Options, futures, and other derivatives
1997, Prentice Hall
in English
- 3rd ed.
0131864793 9780131864795
|
zzzz
|
Book Details
Table of Contents
Introduction
Mechanics of futures markets
Hedging strategies using futures
Interest rates
Determination of forward and futures prices
Interest rate futures
Swaps
Mechanics of options markets
Properties of stock options
Trading strategies involving options
Binomial trees
Wiener processes and Ito's Lemma
The Black-Scholes-Merton model
Employee stock options
Options on stock indices and currencies
Options on futures
Greek letters
Volatility smiles
Basic numerical procedures
Value at risk
Estimating volatilities and correlations for risk management
Credit risk
Credit derivatives
Exotic options
Insurance, weather, and energy derivatives
More on models and numerical procedures
Martingales and measures
Interest rate derivatives : the standard market models
Convexity, timing and quanto adjustments
Interest rate derivatives : models of the short rate
Interest rate derivatives : HJM and LMM
Swaps revisited
Real options
Derivatives mishaps and what we can learn from them.
Edition Notes
Includes index.
Classifications
The Physical Object
Edition Identifiers
Work Identifiers
Community Reviews (0)
February 14, 2024 | Edited by OL-00 | Edited without comment. |
December 19, 2023 | Edited by ImportBot | import existing book |
August 19, 2020 | Edited by ImportBot | import existing book |
July 31, 2020 | Edited by ImportBot | import existing book |
December 10, 2009 | Created by WorkBot | add works page |