書誌事項

Bund options

Robert Tompkins

(Finance and capital markets)

Stockton Press , Macmillan, 1991

  • : Stockton
  • : Macmillan

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注記

Includes index

内容説明・目次

内容説明

In 1989 and 1990 the German capital markets reached a milestone as regulations were clarified regarding the use of derivative products for German institutional and private clients. This book analyzes this market and explains its current interest to investors.

目次

Selected contents: Introduction to Bund Options - Basics of Options Pricing - Advanced Bund Options Pricing - Hedging Strategies - Portfolio Applications - Directional Trading Strategies - Volatility Trading Strategies - Bund Option Arbitrage - Risk Management of Positions - Accounting, Operations, Taxation

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詳細情報

  • NII書誌ID(NCID)
    BA18498142
  • ISBN
    • 1561590428
    • 0333569105
  • 出版国コード
    us
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    New York,Basingstoke
  • ページ数/冊数
    x, 247 p.
  • 大きさ
    24 cm
  • 分類
  • 親書誌ID
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