Derivatives : markets, valuation, and risk management /
| Основен автор: | Whaley, Robert E. |
|---|---|
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Hoboken, N.J. :
Wiley,
℗♭2006.
|
| Серия: |
Wiley finance series.
|
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=172534 |
| Подобни документи: |
Print version::
Derivatives. |
Съдържание:
- Front Matter
- Derivative Markets. Derivative Contracts and Markets
- Fundamentals of Valuation. Assumptions and Interest Rate Mechanics
- Relation between Return and Risk
- Forwards/Futures/Swap Valuation. No-Arbitrage Price Relations: Forwards, Futures, Swaps
- Risk Management Strategies: Futures
- Option Valuation. No-Arbitrage Price Relations: Options
- Valuing Standard Options Analytically
- Valuing Nonstandard Options Analytically
- Valuing Options Numerically
- Risk Management Strategies: Options
- Stock Derivatives. Stock Products
- Corporate Securities
- Compensation Agreements
- Stock Index Derivatives. Stock Index Products: Futures and Options
- Stock Index Products: Strategy Based
- Currency Derivatives. Currency Products
- Interest Rate Derivatives. Interest Rate Products: Futures and Options
- Interest Rate Products: Swaps
- Credit Products
- Valuing Interest Rate Products Numerically
- Commodity Derivatives. Commodity Products
- Lessons Learned. Key Lessons
- Elementary Statistics
- Regression Analysis
- Statistical Tables
- Glossary of Derivatives-Related Terms.